-99.6%
DFNS vs STLA
-53.0%
-46.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.8% | -22.1% | -19.9% |
| 7D | -27.7% | -0.6% | -27.0% | -27.8% |
| 30D | -58.0% | +3.6% | -61.5% | -58.9% |
| 3M | -94.0% | -20.6% | -73.3% | -93.3% |
| 6M | -94.6% | -34.3% | -60.3% | -93.5% |
| YTD | -99.4% | -57.3% | -42.1% | -99.1% |
| 1Y | -99.6% | -52.6% | -47.0% | -99.5% |
| All | -99.6% | -53.0% | -46.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling