+371.4%
STM vs DLR
+3,595.6%
-3,224.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +5.8% | +1.6% | +4.2% | +5.1% |
| 30D | -1.0% | -3.4% | +2.4% | +0.5% |
| 3M | -33.3% | +0.5% | -33.8% | -33.9% |
| 6M | +57.4% | +4.6% | +52.8% | +53.8% |
| YTD | +102.2% | +23.4% | +78.8% | +83.6% |
| 1Y | +99.6% | +19.0% | +80.6% | +83.4% |
| 3Y | +14.5% | +56.5% | -42.0% | -7.3% |
| 5Y | +21.4% | +33.3% | -12.0% | +2.9% |
| 10Y | +695.0% | +165.1% | +529.8% | +373.9% |
| All | +371.4% | +3,595.6% | -3,224.2% | +6.0% |
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 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