-98.3%
DFNS vs STLA
-38.0%
-60.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | 0.0% |
| 7D | -16.0% | +2.6% | -18.6% | -16.7% |
| 30D | -77.7% | -1.2% | -76.5% | -77.3% |
| 3M | -77.2% | -24.8% | -52.4% | -74.3% |
| 6M | -95.2% | -25.6% | -69.6% | -94.5% |
| YTD | -98.0% | -48.9% | -49.0% | -97.2% |
| 1Y | -98.3% | -38.8% | -59.5% | -98.0% |
| All | -98.3% | -38.0% | -60.2% | -98.0% |
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