+3,676.0%
STX vs DAR
+367.0%
+3,309.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.9% | +3.5% | +5.6% |
| 7D | +10.7% | -0.9% | +11.6% | +11.0% |
| 30D | +11.3% | +13.0% | -1.7% | +7.3% |
| 3M | +3.2% | +15.0% | -11.8% | -0.9% |
| 6M | +157.0% | +26.8% | +130.1% | +139.5% |
| YTD | +229.2% | +86.4% | +142.8% | +175.0% |
| 1Y | +381.8% | +115.1% | +266.8% | +283.9% |
| 3Y | +1,383.2% | +14.6% | +1,368.6% | +1,262.2% |
| 5Y | +1,144.9% | -8.8% | +1,153.7% | +1,090.7% |
| 10Y | +3,676.0% | +356.5% | +3,319.5% | +1,798.4% |
| All | +3,676.0% | +367.0% | +3,309.0% | +1,798.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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