-100.0%
DFNS vs STRL
+2,769.4%
-2,869.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +15.0% | -18.0% | -2.4% |
| 7D | -42.8% | -13.3% | -29.5% | -43.2% |
| 30D | -67.6% | -43.3% | -24.2% | -68.8% |
| 3M | -94.9% | -46.9% | -48.0% | -95.1% |
| 6M | -96.7% | -65.6% | -31.1% | -96.9% |
| YTD | -99.6% | -5.1% | -94.5% | -99.6% |
| 1Y | -99.7% | -23.1% | -76.7% | -99.7% |
| 3Y | -100.0% | +346.8% | -446.8% | -100.0% |
| 5Y | -100.0% | +907.2% | -1,007.1% | -100.0% |
| All | -100.0% | +2,769.4% | -2,869.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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