+443.6%
STX vs DFNS
-100.0%
+543.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -12.2% | +11.0% | -1.2% |
| 7D | -28.5% | -44.0% | +15.5% | -28.5% |
| 30D | -42.9% | -69.1% | +26.2% | -43.0% |
| 3M | -45.9% | -95.6% | +49.7% | -46.1% |
| 6M | -41.3% | -96.2% | +54.9% | -41.1% |
| YTD | +67.9% | -99.6% | +167.5% | +68.1% |
| 1Y | +66.5% | -99.7% | +166.3% | +66.6% |
| 3Y | +588.0% | -100.0% | +687.9% | +581.4% |
| All | +443.6% | -100.0% | +543.6% | +530.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling