+162.8%
STM vs DT
+72.4%
+90.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.5% | +6.3% |
| 7D | -5.6% | -20.2% | +14.7% | +2.0% |
| 30D | -14.4% | -30.8% | +16.3% | -2.7% |
| 3M | -20.5% | -10.2% | -10.3% | -18.5% |
| 6M | -24.5% | +8.0% | -32.5% | -29.4% |
| YTD | +72.7% | +1.5% | +71.2% | +63.1% |
| 1Y | +91.0% | -6.9% | +97.9% | +86.7% |
| 3Y | +13.5% | -10.9% | +24.4% | +9.6% |
| 5Y | -9.2% | -42.2% | +33.0% | -1.9% |
| All | +162.8% | +72.4% | +90.4% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling