-100.0%
DFNS vs UTHR
+190.4%
-290.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -2.9% |
| 7D | -42.8% | -2.3% | -40.5% | -42.8% |
| 30D | -67.6% | +6.1% | -73.6% | -67.4% |
| 3M | -94.9% | +8.1% | -103.0% | -94.8% |
| 6M | -96.7% | +3.1% | -99.8% | -96.7% |
| YTD | -99.6% | +19.5% | -119.2% | -99.6% |
| 1Y | -99.7% | +29.7% | -129.5% | -99.7% |
| 3Y | -100.0% | +162.7% | -262.7% | -100.0% |
| 5Y | -100.0% | +192.8% | -292.8% | -100.0% |
| All | -100.0% | +190.4% | -290.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling