+21.0%
STM vs DT
-27.0%
+47.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.4% |
| 7D | +5.8% | -3.3% | +9.1% | +6.9% |
| 30D | -1.0% | +2.0% | -3.0% | -2.1% |
| 3M | -33.3% | +20.0% | -53.3% | -38.3% |
| 6M | +57.4% | +39.3% | +18.1% | +34.0% |
| YTD | +102.2% | +19.8% | +82.4% | +83.0% |
| 1Y | +99.6% | +4.3% | +95.3% | +90.9% |
| 3Y | +14.5% | +7.7% | +6.8% | +4.3% |
| All | +21.0% | -27.0% | +47.9% | +12.6% |
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