+2,109.3%
STX vs DFNS
-99.9%
+2,209.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.5% |
| 7D | +10.7% | +0.8% | +10.0% | +10.7% |
| 30D | +11.3% | -73.2% | +84.5% | +11.1% |
| 3M | +3.2% | -72.4% | +75.7% | +3.8% |
| 6M | +157.0% | -95.2% | +252.2% | +157.7% |
| YTD | +229.2% | -98.0% | +327.2% | +229.8% |
| 1Y | +381.8% | -98.3% | +480.1% | +382.9% |
| 3Y | +1,383.2% | -99.9% | +1,483.1% | +1,367.9% |
| 5Y | +1,144.9% | -99.9% | +1,244.7% | +1,200.0% |
| All | +2,109.3% | -99.9% | +2,209.1% | +2,267.5% |
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