-99.6%
DFNS vs STZ
+14.7%
-114.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.3% | -23.7% | -15.5% |
| 7D | -27.7% | +13.0% | -40.6% | -22.6% |
| 30D | -58.0% | +29.4% | -87.4% | -51.8% |
| 3M | -94.0% | +11.6% | -105.6% | -93.5% |
| 6M | -94.6% | -0.2% | -94.4% | -94.3% |
| YTD | -99.4% | +8.6% | -108.0% | -99.5% |
| 1Y | -99.6% | +15.9% | -115.6% | -99.7% |
| All | -99.6% | +14.7% | -114.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling