+3,595.6%
DLR vs STT
+579.7%
+3,015.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 3M | +0.5% | +20.0% | -19.5% | -5.5% |
| 6M | +4.6% | +55.3% | -50.8% | -10.0% |
| YTD | +23.4% | +53.3% | -29.9% | +6.3% |
| 1Y | +19.0% | +74.7% | -55.7% | -2.0% |
| 3Y | +56.5% | +205.8% | -149.3% | +5.6% |
| 5Y | +33.3% | +145.0% | -111.7% | -6.5% |
| 10Y | +165.1% | +266.0% | -100.9% | +44.3% |
| All | +3,595.6% | +579.7% | +3,015.9% | +1,096.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling