-15.7%
STM vs DLR
+32.6%
-48.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.6% |
| 7D | -10.7% | -3.6% | -7.1% | -8.7% |
| 30D | -25.7% | -3.5% | -22.3% | -23.9% |
| 3M | -21.6% | -8.9% | -12.6% | -17.0% |
| 6M | -27.8% | -11.6% | -16.2% | -22.9% |
| YTD | +61.8% | +14.9% | +46.9% | +50.0% |
| 1Y | +78.1% | +6.4% | +71.7% | +71.8% |
| 3Y | +4.9% | +47.3% | -42.4% | -16.6% |
| All | -15.7% | +32.6% | -48.3% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling