+2,285.7%
STM vs DAR
+1,480.4%
+805.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.0% |
| 7D | +5.8% | +1.4% | +4.4% | +5.6% |
| 30D | -1.0% | +12.8% | -13.8% | -2.4% |
| 3M | -33.3% | +7.4% | -40.6% | -33.8% |
| 6M | +57.4% | +22.3% | +35.1% | +53.8% |
| YTD | +102.2% | +81.1% | +21.1% | +89.6% |
| 1Y | +99.6% | +106.5% | -6.9% | +83.9% |
| 3Y | +14.5% | +5.3% | +9.2% | +11.9% |
| 5Y | +21.4% | -11.5% | +32.9% | +20.3% |
| 10Y | +695.0% | +353.3% | +341.6% | +584.6% |
| All | +2,285.7% | +1,480.4% | +805.4% | +1,677.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling