-13.2%
UNH vs DFNS
-99.9%
+86.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.9% |
| 7D | -1.7% | +4.6% | -6.3% | -1.6% |
| 30D | -3.8% | -73.9% | +70.0% | -3.9% |
| 3M | -4.3% | -71.7% | +67.4% | -4.2% |
| 6M | +38.6% | -94.6% | +133.2% | +38.6% |
| YTD | +20.7% | -98.1% | +118.8% | +20.5% |
| 1Y | +16.0% | -98.3% | +114.3% | +15.9% |
| All | -13.2% | -99.9% | +86.7% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling