-25.9%
UPS vs DFNS
-99.9%
+74.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -2.1% | +0.8% | -2.9% | -2.1% |
| 30D | -2.3% | -73.2% | +70.9% | -2.5% |
| 3M | -5.2% | -72.4% | +67.2% | -4.8% |
| 6M | +1.4% | -95.2% | +96.6% | +1.6% |
| YTD | +6.1% | -98.0% | +104.1% | +6.2% |
| 1Y | +27.0% | -98.3% | +125.2% | +27.1% |
| 3Y | -25.9% | -99.9% | +74.0% | -25.3% |
| All | -25.9% | -99.9% | +74.0% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling