-100.0%
DFNS vs STLA
-32.1%
-67.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.2% | -12.0% | -12.2% |
| 7D | -44.0% | -4.5% | -39.5% | -43.4% |
| 30D | -69.1% | -3.9% | -65.2% | -68.9% |
| 3M | -95.6% | -20.2% | -75.5% | -95.4% |
| 6M | -96.2% | -42.2% | -54.0% | -95.6% |
| YTD | -99.6% | -59.3% | -40.3% | -99.5% |
| 1Y | -99.7% | -56.1% | -43.7% | -99.7% |
| 3Y | -100.0% | -73.7% | -26.3% | -100.0% |
| 5Y | -100.0% | -70.3% | -29.7% | -100.0% |
| All | -100.0% | -32.1% | -67.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling