+81.2%
UBER vs DFNS
-99.9%
+181.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.5% |
| 7D | -2.8% | +0.8% | -3.6% | -2.8% |
| 30D | -2.5% | -73.2% | +70.7% | -2.2% |
| 3M | +4.4% | -72.4% | +76.8% | +3.6% |
| 6M | -2.7% | -95.2% | +92.6% | -3.0% |
| YTD | -10.5% | -98.0% | +87.5% | -10.7% |
| 1Y | -22.5% | -98.3% | +75.8% | -22.7% |
| 3Y | +54.8% | -99.9% | +154.7% | +48.3% |
| All | +81.2% | -99.9% | +181.1% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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