+1,209.4%
STM vs DRI
+8,060.6%
-6,851.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -7.9% | +4.2% | -12.1% | -9.4% |
| 30D | -14.1% | +15.7% | -29.8% | -18.8% |
| 3M | -17.6% | +5.8% | -23.4% | -19.9% |
| 6M | -24.2% | +18.4% | -42.7% | -29.9% |
| YTD | +73.3% | +28.2% | +45.1% | +55.2% |
| 1Y | +90.1% | +35.9% | +54.2% | +66.6% |
| 3Y | +10.3% | +67.7% | -57.4% | -11.8% |
| 5Y | -5.7% | +77.9% | -83.6% | -26.1% |
| 10Y | +444.1% | +338.7% | +105.4% | +185.3% |
| All | +1,209.4% | +8,060.6% | -6,851.2% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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