+21.9%
UPS vs DFNS
-100.0%
+121.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.4% | +2.5% |
| 7D | +1.1% | -42.8% | +44.0% | +1.1% |
| 30D | +17.3% | -67.6% | +84.9% | +17.1% |
| 3M | +7.9% | -94.9% | +102.7% | +7.4% |
| 6M | +13.7% | -96.7% | +110.5% | +13.9% |
| YTD | +17.2% | -99.6% | +116.8% | +17.0% |
| 1Y | +23.2% | -99.7% | +123.0% | +23.0% |
| 3Y | -5.9% | -100.0% | +94.1% | -5.1% |
| 5Y | -33.1% | -100.0% | +66.9% | -29.5% |
| All | +21.9% | -100.0% | +121.8% | +33.0% |
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