+365.4%
STX vs DFNS
-98.3%
+463.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.8% | +6.3% |
| 7D | +2.4% | -16.0% | +18.3% | +2.4% |
| 30D | +1.4% | -77.7% | +79.1% | +1.6% |
| 3M | -8.2% | -77.2% | +69.0% | -1.9% |
| 6M | +127.0% | -95.2% | +222.2% | +150.9% |
| YTD | +209.1% | -98.0% | +307.1% | +256.6% |
| 1Y | +365.4% | -98.3% | +463.7% | +387.1% |
| All | +365.4% | -98.3% | +463.7% | +387.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling