+132.0%
UBER vs DFNS
-99.9%
+231.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -3.9% | -16.0% | +12.1% | -3.8% |
| 30D | +11.1% | -77.7% | +88.8% | +11.5% |
| 3M | +4.9% | -77.2% | +82.1% | +4.2% |
| 6M | -1.2% | -95.2% | +94.0% | -1.5% |
| YTD | -7.3% | -98.0% | +90.7% | -7.5% |
| 1Y | -17.6% | -98.3% | +80.6% | -17.8% |
| 3Y | +61.1% | -99.9% | +160.9% | +54.3% |
| 5Y | +87.9% | -99.9% | +187.8% | +83.0% |
| All | +132.0% | -99.9% | +231.8% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling