-99.9%
DFNS vs STLA
-17.3%
-82.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | 0.0% |
| 7D | +0.8% | +0.7% | 0.0% | +0.7% |
| 30D | -73.2% | -2.4% | -70.9% | -72.9% |
| 3M | -72.4% | -23.9% | -48.6% | -70.6% |
| 6M | -95.2% | -24.6% | -70.6% | -94.9% |
| YTD | -98.0% | -50.5% | -47.5% | -97.7% |
| 1Y | -98.3% | -39.8% | -58.4% | -98.1% |
| 3Y | -99.9% | -65.6% | -34.3% | -99.9% |
| 5Y | -99.9% | -62.1% | -37.8% | -99.8% |
| All | -99.9% | -17.3% | -82.5% | -99.8% |
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