-100.0%
DFNS vs UUUU
-40.6%
-59.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.5% |
| 7D | -6.0% | -1.1% | -4.9% | -6.0% |
| 30D | -71.2% | -21.0% | -50.2% | -71.2% |
| 3M | -94.5% | -54.8% | -39.7% | -94.5% |
| 6M | -96.5% | -67.3% | -29.2% | -96.7% |
| YTD | -99.6% | -54.7% | -44.9% | -99.6% |
| 1Y | -99.7% | -57.4% | -42.3% | -99.7% |
| 3Y | -100.0% | -19.6% | -80.3% | -100.0% |
| All | -100.0% | -40.6% | -59.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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