-100.0%
DFNS vs STLD
+874.2%
-974.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.8% | -18.6% | -19.4% |
| 7D | -12.7% | +6.9% | -19.5% | -12.5% |
| 30D | -65.2% | -1.5% | -63.8% | -65.3% |
| 3M | -94.6% | -9.7% | -84.9% | -94.6% |
| 6M | -96.2% | +2.3% | -98.6% | -96.2% |
| YTD | -99.6% | +41.0% | -140.6% | -99.6% |
| 1Y | -99.7% | +51.8% | -151.5% | -99.7% |
| 3Y | -100.0% | +126.4% | -226.4% | -100.0% |
| 5Y | -100.0% | +285.7% | -385.7% | -100.0% |
| All | -100.0% | +874.2% | -974.2% | -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