-99.9%
DFNS vs UTHR
+139.1%
-238.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.7% |
| 7D | +0.8% | -2.9% | +3.7% | +0.7% |
| 30D | -73.2% | -7.6% | -65.6% | -73.3% |
| 3M | -72.4% | -8.6% | -63.9% | -72.6% |
| 6M | -95.2% | +4.1% | -99.4% | -95.2% |
| YTD | -98.0% | +2.2% | -100.2% | -98.0% |
| 1Y | -98.3% | +26.2% | -124.4% | -98.2% |
| 3Y | -99.9% | +121.2% | -221.1% | -99.9% |
| 5Y | -99.9% | +136.5% | -236.4% | -99.9% |
| All | -99.9% | +139.1% | -238.9% | -99.9% |
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