-100.0%
DFNS vs STRL
+935.0%
-1,035.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.7% | -18.6% | -19.4% |
| 7D | -12.7% | +23.4% | -36.1% | -11.8% |
| 30D | -65.2% | -39.5% | -25.7% | -66.6% |
| 3M | -94.6% | -45.1% | -49.5% | -94.9% |
| 6M | -96.2% | -64.6% | -31.7% | -96.5% |
| YTD | -99.6% | -1.5% | -98.1% | -99.6% |
| 1Y | -99.7% | -20.8% | -78.9% | -99.7% |
| 3Y | -100.0% | +353.1% | -453.1% | -100.0% |
| 5Y | -100.0% | +942.9% | -1,042.8% | -100.0% |
| All | -100.0% | +935.0% | -1,035.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling