+302.6%
STM vs DLR
+3,457.3%
-3,154.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.4% | +3.4% | +5.2% |
| 7D | -5.6% | +2.4% | -7.9% | -6.3% |
| 30D | -14.4% | +0.7% | -15.2% | -14.4% |
| 3M | -20.5% | -6.4% | -14.0% | -17.7% |
| 6M | -24.5% | -6.5% | -18.0% | -22.3% |
| YTD | +72.7% | +18.8% | +53.9% | +60.3% |
| 1Y | +91.0% | +9.0% | +82.0% | +83.9% |
| 3Y | +13.5% | +54.5% | -41.0% | -6.9% |
| 5Y | -9.2% | +35.8% | -45.0% | -23.0% |
| 10Y | +422.5% | +177.5% | +245.1% | +208.1% |
| All | +302.6% | +3,457.3% | -3,154.6% | -7.5% |
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