+1,137.4%
STX vs DFNS
-100.0%
+1,237.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.0% | +12.8% | +9.8% |
| 7D | -14.8% | -42.8% | +28.1% | -14.8% |
| 30D | -35.4% | -67.6% | +32.2% | -35.4% |
| 3M | -37.7% | -94.9% | +57.2% | -37.9% |
| 6M | -35.2% | -96.7% | +61.5% | -35.0% |
| YTD | +84.4% | -99.6% | +184.0% | +84.5% |
| 1Y | +82.3% | -99.7% | +182.0% | +82.3% |
| 3Y | +646.2% | -100.0% | +746.2% | +636.7% |
| 5Y | +487.4% | -100.0% | +587.4% | +511.9% |
| All | +1,137.4% | -100.0% | +1,237.4% | +1,224.4% |
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