+85.1%
UNP vs DFNS
-99.9%
+184.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -5.3% | -16.0% | +10.6% | -5.4% |
| 30D | -1.5% | -77.7% | +76.1% | -2.0% |
| 3M | +10.3% | -77.2% | +87.4% | +11.0% |
| 6M | +9.7% | -95.2% | +104.8% | +10.1% |
| YTD | +27.1% | -98.0% | +125.1% | +27.5% |
| 1Y | +32.6% | -98.3% | +130.8% | +33.0% |
| 3Y | +40.0% | -99.9% | +139.9% | +40.9% |
| 5Y | +50.8% | -99.9% | +150.7% | +47.2% |
| All | +85.1% | -99.9% | +184.9% | +79.3% |
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