-98.3%
DFNS vs STZ
-10.2%
-88.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.3% |
| 7D | -16.0% | -1.9% | -14.1% | -16.7% |
| 30D | -77.7% | -1.9% | -75.8% | -77.7% |
| 3M | -77.2% | -6.2% | -70.9% | -77.4% |
| 6M | -95.2% | -14.0% | -81.2% | -95.3% |
| YTD | -98.0% | -5.1% | -92.8% | -98.2% |
| 1Y | -98.3% | -9.6% | -88.7% | -98.3% |
| All | -98.3% | -10.2% | -88.1% | -98.3% |
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