-99.9%
DFNS vs STLD
+292.4%
-392.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.5% |
| 7D | -16.0% | +3.1% | -19.1% | -15.7% |
| 30D | -77.7% | -9.0% | -68.7% | -77.8% |
| 3M | -77.2% | -12.4% | -64.8% | -77.6% |
| 6M | -95.2% | +25.5% | -120.7% | -94.9% |
| YTD | -98.0% | +43.6% | -141.6% | -97.8% |
| 1Y | -98.3% | +87.2% | -185.5% | -98.0% |
| 3Y | -99.9% | +135.2% | -235.1% | -99.8% |
| All | -99.9% | +292.4% | -392.3% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling