+19.0%
DLR vs STT
+75.3%
-56.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | -3.4% | +3.9% | -7.2% | -4.4% |
| 3M | +0.5% | +20.0% | -19.5% | -4.7% |
| 6M | +4.6% | +55.3% | -50.8% | -6.7% |
| YTD | +23.4% | +53.3% | -29.9% | +9.0% |
| 1Y | +19.0% | +74.7% | -55.7% | +2.4% |
| All | +19.0% | +75.3% | -56.3% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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