+78.6%
STM vs DFNS
-99.9%
+178.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | +5.8% | -16.0% | +21.8% | +5.9% |
| 30D | -1.0% | -77.7% | +76.7% | -0.5% |
| 3M | -33.3% | -77.2% | +43.9% | -33.9% |
| 6M | +57.4% | -95.2% | +152.5% | +56.5% |
| YTD | +102.2% | -98.0% | +200.2% | +101.4% |
| 1Y | +99.6% | -98.3% | +197.9% | +98.9% |
| 3Y | +14.5% | -99.9% | +114.4% | +10.8% |
| 5Y | +21.4% | -99.9% | +121.2% | +26.2% |
| All | +78.6% | -99.9% | +178.5% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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