+4.9%
STM vs DT
-9.2%
+14.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | -10.7% | -24.7% | +14.0% | -6.4% |
| 30D | -25.7% | -27.4% | +1.6% | -21.6% |
| 3M | -21.6% | -11.1% | -10.4% | -20.5% |
| 6M | -27.8% | +13.7% | -41.5% | -31.6% |
| YTD | +61.8% | +0.2% | +61.5% | +58.6% |
| 1Y | +78.1% | -5.7% | +83.8% | +78.3% |
| 3Y | +4.9% | -8.1% | +13.0% | +1.1% |
| All | +4.9% | -9.2% | +14.1% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling