+9.0%
UPS vs DFNS
-99.9%
+108.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.4% | -1.3% |
| 7D | -3.7% | +4.6% | -8.3% | -3.7% |
| 30D | -3.7% | -73.9% | +70.1% | -3.9% |
| 3M | -6.6% | -71.7% | +65.2% | -6.2% |
| 6M | +2.6% | -94.6% | +97.1% | +2.8% |
| YTD | +4.8% | -98.1% | +102.9% | +4.9% |
| 1Y | +25.3% | -98.3% | +123.6% | +25.4% |
| 3Y | -26.9% | -99.9% | +73.0% | -26.0% |
| 5Y | -33.5% | -99.9% | +66.4% | -29.7% |
| All | +9.0% | -99.9% | +108.8% | +19.2% |
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