+43.5%
UNH vs DFNS
-99.9%
+143.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +1.1% | -16.0% | +17.1% | +1.1% |
| 30D | -3.8% | -77.7% | +73.9% | -3.8% |
| 3M | +0.7% | -77.2% | +77.9% | +0.8% |
| 6M | +37.9% | -95.2% | +133.0% | +37.8% |
| YTD | +21.9% | -98.0% | +119.9% | +21.8% |
| 1Y | +31.4% | -98.3% | +129.6% | +31.2% |
| 3Y | -11.4% | -99.9% | +88.5% | -8.2% |
| 5Y | +2.5% | -99.9% | +102.4% | +5.3% |
| All | +43.5% | -99.9% | +143.3% | +46.0% |
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