+1,191.6%
STX vs DFNS
-100.0%
+1,291.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -3.1% |
| 7D | +14.6% | -6.0% | +20.6% | +14.6% |
| 30D | -26.0% | -71.2% | +45.2% | -26.0% |
| 3M | -42.6% | -94.5% | +51.9% | -42.8% |
| 6M | -35.3% | -96.5% | +61.3% | -35.0% |
| YTD | +92.5% | -99.6% | +192.1% | +92.6% |
| 1Y | +102.4% | -99.7% | +202.1% | +102.5% |
| 3Y | +673.8% | -100.0% | +773.8% | +664.5% |
| 5Y | +463.1% | -100.0% | +563.0% | +486.3% |
| All | +1,191.6% | -100.0% | +1,291.6% | +1,282.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling