-15.7%
STM vs DT
-43.6%
+27.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.6% |
| 7D | -10.7% | -24.7% | +14.0% | -2.4% |
| 30D | -25.7% | -27.4% | +1.6% | -17.9% |
| 3M | -21.6% | -11.1% | -10.4% | -19.6% |
| 6M | -27.8% | +13.7% | -41.5% | -33.8% |
| YTD | +61.8% | +0.2% | +61.5% | +54.0% |
| 1Y | +78.1% | -5.7% | +83.8% | +73.8% |
| 3Y | +4.9% | -8.1% | +13.0% | -0.3% |
| All | -15.7% | -43.6% | +27.8% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling