+12.3%
UPS vs DFNS
-99.9%
+112.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -2.9% | -16.0% | +13.1% | -2.9% |
| 30D | -3.5% | -77.7% | +74.2% | -3.7% |
| 3M | -5.7% | -77.2% | +71.5% | -5.3% |
| 6M | -4.4% | -95.2% | +90.8% | -4.2% |
| YTD | +8.0% | -98.0% | +106.0% | +8.1% |
| 1Y | +29.0% | -98.3% | +127.3% | +29.2% |
| 3Y | -27.7% | -99.9% | +72.2% | -26.8% |
| 5Y | -34.3% | -99.9% | +65.5% | -30.5% |
| All | +12.3% | -99.9% | +112.2% | +22.9% |
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