+117.6%
DT vs STT
+318.1%
-200.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.3% | +0.5% | -3.8% | -3.5% |
| 30D | +2.0% | +3.9% | -1.8% | +0.5% |
| 3M | +20.0% | +20.0% | 0.0% | +11.5% |
| 6M | +39.3% | +55.3% | -16.0% | +16.2% |
| YTD | +19.8% | +53.3% | -33.6% | +0.2% |
| 1Y | +4.3% | +74.7% | -70.4% | -17.4% |
| 3Y | +7.7% | +205.8% | -198.1% | -32.5% |
| 5Y | -26.8% | +145.0% | -171.8% | -51.8% |
| All | +117.6% | +318.1% | -200.5% | +16.9% |
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