+277.1%
STM vs DLR
+3,340.7%
-3,063.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.6% |
| 7D | -10.7% | -3.6% | -7.1% | -9.2% |
| 30D | -25.7% | -3.5% | -22.3% | -24.3% |
| 3M | -21.6% | -8.9% | -12.6% | -17.9% |
| 6M | -27.8% | -11.6% | -16.2% | -23.9% |
| YTD | +61.8% | +14.9% | +46.9% | +52.3% |
| 1Y | +78.1% | +6.4% | +71.7% | +73.2% |
| 3Y | +4.9% | +47.3% | -42.4% | -12.2% |
| 5Y | -14.3% | +32.8% | -47.1% | -26.6% |
| 10Y | +414.1% | +169.6% | +244.5% | +206.7% |
| All | +277.1% | +3,340.7% | -3,063.6% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling