+657.6%
STM vs DLR
+163.6%
+494.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +5.2% | +3.4% | +1.8% | +3.7% |
| 30D | -7.4% | -2.2% | -5.1% | -6.5% |
| 3M | -30.6% | +4.7% | -35.4% | -32.4% |
| 6M | +66.4% | +9.0% | +57.4% | +59.8% |
| YTD | +101.1% | +24.1% | +77.0% | +82.8% |
| 1Y | +97.4% | +20.9% | +76.4% | +80.6% |
| 3Y | +21.1% | +60.0% | -38.9% | -1.6% |
| 5Y | +22.5% | +35.3% | -12.8% | +2.4% |
| 10Y | +657.6% | +165.8% | +491.8% | +432.0% |
| All | +657.6% | +163.6% | +494.0% | +432.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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