+95.4%
STM vs DAR
+59.8%
+35.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.1% |
| 7D | +16.3% | +9.2% | +7.1% | +13.8% |
| 30D | -6.3% | -12.3% | +6.0% | -4.4% |
| 3M | -14.1% | -12.7% | -1.4% | -12.6% |
| 6M | -19.6% | -12.8% | -6.8% | -18.1% |
| YTD | +80.1% | +53.8% | +26.4% | +52.6% |
| 1Y | +95.4% | +60.3% | +35.1% | +63.0% |
| All | +95.4% | +59.8% | +35.6% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling