-100.0%
DFNS vs STLA
-32.2%
-67.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -42.8% | -6.4% | -36.5% | -41.9% |
| 30D | -67.6% | -1.3% | -66.2% | -67.5% |
| 3M | -94.9% | -19.9% | -74.9% | -94.5% |
| 6M | -96.7% | -42.9% | -53.8% | -96.3% |
| YTD | -99.6% | -59.4% | -40.2% | -99.5% |
| 1Y | -99.7% | -56.8% | -42.9% | -99.7% |
| 3Y | -100.0% | -73.1% | -26.9% | -100.0% |
| 5Y | -100.0% | -70.1% | -29.9% | -100.0% |
| All | -100.0% | -32.2% | -67.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling