-99.9%
DFNS vs UUUU
+686.4%
-786.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -16.0% | -1.4% | -14.6% | -16.0% |
| 30D | -77.7% | +16.3% | -94.0% | -77.6% |
| 3M | -77.2% | -16.7% | -60.5% | -77.7% |
| 6M | -95.2% | -33.7% | -61.5% | -95.4% |
| YTD | -98.0% | -0.5% | -97.5% | -98.0% |
| 1Y | -98.3% | +28.9% | -127.1% | -98.2% |
| 3Y | -99.9% | +99.9% | -199.7% | -99.8% |
| 5Y | -99.9% | +135.3% | -235.1% | -99.8% |
| All | -99.9% | +686.4% | -786.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling