+444.1%
STM vs DAR
+269.9%
+174.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.1% |
| 7D | -7.9% | -3.8% | -4.1% | -6.2% |
| 30D | -14.1% | -14.4% | +0.3% | -8.5% |
| 3M | -17.6% | -17.9% | +0.3% | -11.4% |
| 6M | -24.2% | -18.3% | -5.9% | -18.7% |
| YTD | +73.3% | +43.2% | +30.1% | +45.7% |
| 1Y | +90.1% | +57.7% | +32.4% | +52.9% |
| 3Y | +10.3% | +22.7% | -12.4% | -8.2% |
| 5Y | -5.7% | -34.0% | +28.3% | +0.9% |
| 10Y | +444.1% | +279.5% | +164.6% | +136.8% |
| All | +444.1% | +269.9% | +174.1% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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