+37.0%
UNH vs DFNS
-99.9%
+136.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.2% | -2.4% |
| 7D | -4.5% | -6.3% | +1.8% | -4.5% |
| 30D | -6.5% | -74.0% | +67.4% | -6.6% |
| 3M | -6.0% | -70.1% | +64.2% | -5.9% |
| 6M | +33.7% | -93.9% | +127.6% | +33.6% |
| YTD | +16.4% | -98.1% | +114.5% | +16.2% |
| 1Y | +10.1% | -98.3% | +108.4% | +10.0% |
| 3Y | -16.3% | -99.9% | +83.6% | -13.3% |
| 5Y | +2.1% | -99.9% | +102.0% | +4.9% |
| All | +37.0% | -99.9% | +136.8% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling