-100.0%
DFNS vs STLD
+815.8%
-915.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.5% | -12.7% | -12.2% |
| 7D | -44.0% | -11.1% | -32.9% | -44.3% |
| 30D | -69.1% | -4.8% | -64.3% | -69.2% |
| 3M | -95.6% | -14.6% | -81.1% | -95.7% |
| 6M | -96.2% | -7.4% | -88.8% | -96.2% |
| YTD | -99.6% | +32.6% | -132.2% | -99.6% |
| 1Y | -99.7% | +47.3% | -147.1% | -99.7% |
| 3Y | -100.0% | +107.5% | -207.5% | -100.0% |
| 5Y | -100.0% | +268.8% | -368.8% | -100.0% |
| All | -100.0% | +815.8% | -915.8% | -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