+206.1%
STM vs DT
+97.2%
+108.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.6% |
| 7D | +5.2% | -4.9% | +10.1% | +7.0% |
| 30D | -7.4% | +2.7% | -10.1% | -8.7% |
| 3M | -30.6% | +20.0% | -50.6% | -36.2% |
| 6M | +66.4% | +28.0% | +38.4% | +45.7% |
| YTD | +101.1% | +16.0% | +85.1% | +82.7% |
| 1Y | +97.4% | +0.7% | +96.7% | +89.3% |
| 3Y | +21.1% | +6.2% | +15.0% | +10.4% |
| 5Y | +22.5% | -28.1% | +50.6% | +22.6% |
| All | +206.1% | +97.2% | +108.9% | +86.0% |
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