+23.4%
UPS vs DFNS
-100.0%
+123.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +1.8% |
| 7D | +3.8% | -6.0% | +9.8% | +3.8% |
| 30D | +17.4% | -71.2% | +88.5% | +17.2% |
| 3M | +8.2% | -94.5% | +102.7% | +7.8% |
| 6M | +17.9% | -96.5% | +114.5% | +18.1% |
| YTD | +18.7% | -99.6% | +118.3% | +18.6% |
| 1Y | +24.8% | -99.7% | +124.5% | +24.6% |
| 3Y | -4.5% | -100.0% | +95.4% | -3.7% |
| 5Y | -33.2% | -100.0% | +66.8% | -29.7% |
| All | +23.4% | -100.0% | +123.4% | +34.8% |
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