-99.9%
DFNS vs STRL
+4,702.5%
-4,802.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | +1.1% |
| 7D | -16.0% | +3.4% | -19.4% | -15.8% |
| 30D | -77.7% | -9.2% | -68.5% | -77.9% |
| 3M | -77.2% | -51.0% | -26.1% | -78.2% |
| 6M | -95.2% | +15.8% | -111.0% | -95.0% |
| YTD | -98.0% | +58.9% | -156.8% | -97.8% |
| 1Y | -98.3% | +68.5% | -166.8% | -98.1% |
| 3Y | -99.9% | +485.2% | -585.1% | -99.8% |
| 5Y | -99.9% | +2,005.1% | -2,105.0% | -99.8% |
| All | -99.9% | +4,702.5% | -4,802.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling