+183.0%
DLR vs STT
+199.5%
-16.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.2% |
| 7D | -2.0% | +0.4% | -2.5% | -2.1% |
| 30D | +0.5% | -0.4% | +1.0% | +0.7% |
| 3M | -4.4% | -6.5% | +2.1% | -2.9% |
| 6M | -6.4% | +17.2% | -23.6% | -9.8% |
| YTD | +19.5% | +38.2% | -18.7% | +10.5% |
| 1Y | +10.5% | +49.3% | -38.8% | +0.4% |
| 3Y | +54.0% | +181.9% | -127.9% | +20.3% |
| 5Y | +39.7% | +106.9% | -67.2% | +13.2% |
| All | +183.0% | +199.5% | -16.5% | +99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling