+32.6%
UNP vs DFNS
-98.3%
+130.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -5.3% | -16.0% | +10.6% | -5.5% |
| 30D | -1.5% | -77.7% | +76.1% | -2.8% |
| 3M | +10.3% | -77.2% | +87.4% | +16.0% |
| 6M | +9.7% | -95.2% | +104.8% | +18.1% |
| YTD | +27.1% | -98.0% | +125.1% | +39.1% |
| 1Y | +32.6% | -98.3% | +130.8% | +45.6% |
| All | +32.6% | -98.3% | +130.9% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling