-100.0%
DFNS vs STRL
+358.3%
-458.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.9% | +7.8% | +13.0% |
| 7D | -13.0% | +7.1% | -20.1% | -12.6% |
| 30D | -56.9% | -39.4% | -17.5% | -59.1% |
| 3M | -93.2% | -43.0% | -50.3% | -93.7% |
| 6M | -95.4% | -65.0% | -30.4% | -95.9% |
| YTD | -99.5% | -0.8% | -98.7% | -99.4% |
| 1Y | -99.6% | -20.3% | -79.3% | -99.6% |
| All | -100.0% | +358.3% | -458.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling