-100.0%
DFNS vs STLD
+834.9%
-934.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -2.9% |
| 7D | -42.8% | -9.7% | -33.1% | -43.1% |
| 30D | -67.6% | -4.5% | -63.0% | -67.6% |
| 3M | -94.9% | -13.1% | -81.8% | -94.9% |
| 6M | -96.7% | -2.8% | -94.0% | -96.7% |
| YTD | -99.6% | +35.3% | -135.0% | -99.6% |
| 1Y | -99.7% | +51.4% | -151.1% | -99.7% |
| 3Y | -100.0% | +117.9% | -217.9% | -100.0% |
| 5Y | -100.0% | +272.6% | -372.6% | -100.0% |
| All | -100.0% | +834.9% | -934.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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