-98.3%
DFNS vs STLA
-41.2%
-57.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.8% | -3.8% |
| 7D | +4.6% | +0.4% | +4.3% | +4.6% |
| 30D | -73.9% | -5.2% | -68.7% | -72.9% |
| 3M | -71.7% | -24.9% | -46.9% | -68.0% |
| 6M | -94.6% | -25.2% | -69.4% | -93.8% |
| YTD | -98.1% | -51.4% | -46.7% | -97.3% |
| 1Y | -98.3% | -40.7% | -57.6% | -98.0% |
| All | -98.3% | -41.2% | -57.1% | -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