-99.9%
DFNS vs STLA
-62.4%
-37.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | -16.0% | +2.6% | -18.6% | -16.4% |
| 30D | -77.7% | -1.2% | -76.5% | -77.4% |
| 3M | -77.2% | -24.8% | -52.4% | -75.3% |
| 6M | -95.2% | -25.6% | -69.6% | -94.8% |
| YTD | -98.0% | -48.9% | -49.0% | -97.6% |
| 1Y | -98.3% | -38.8% | -59.5% | -98.0% |
| 3Y | -99.9% | -64.5% | -35.3% | -99.8% |
| All | -99.9% | -62.4% | -37.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling