+16,011.1%
STX vs DD
+410.6%
+15,600.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +6.0% | +6.2% |
| 7D | +2.4% | -3.5% | +5.9% | +4.2% |
| 30D | +1.4% | -10.3% | +11.7% | +7.2% |
| 3M | -8.2% | -7.5% | -0.7% | -4.4% |
| 6M | +127.0% | -8.0% | +135.0% | +136.8% |
| YTD | +209.1% | +10.5% | +198.7% | +193.0% |
| 1Y | +365.4% | +38.3% | +327.2% | +292.2% |
| 3Y | +1,135.4% | +42.5% | +1,092.9% | +903.1% |
| 5Y | +991.5% | +60.2% | +931.3% | +731.5% |
| 10Y | +3,695.8% | +68.9% | +3,627.0% | +2,499.7% |
| All | +16,011.1% | +410.6% | +15,600.5% | +5,934.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 all: compounded portfolio wealth divided by compounded DD 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…
all analysis · Full analysis span regression · 6 months rolling