-4.6%
STM vs DLR
+35.0%
-39.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.7% |
| 7D | +12.0% | +3.3% | +8.7% | +10.0% |
| 30D | -0.4% | +4.6% | -5.0% | -2.4% |
| 3M | -13.2% | -8.3% | -4.9% | -8.5% |
| 6M | -26.1% | -5.6% | -20.4% | -23.8% |
| YTD | +81.2% | +18.7% | +62.5% | +65.0% |
| 1Y | +98.3% | +17.1% | +81.2% | +81.8% |
| 3Y | +16.7% | +54.4% | -37.6% | -9.6% |
| All | -4.6% | +35.0% | -39.6% | -23.9% |
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