+5,763.7%
STX vs DG
+628.1%
+5,135.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.2% | +7.6% | +9.5% |
| 7D | -14.8% | +0.7% | -15.4% | -14.9% |
| 30D | -35.4% | +7.4% | -42.8% | -36.3% |
| 3M | -37.7% | +8.5% | -46.2% | -38.9% |
| 6M | -35.2% | +21.9% | -57.1% | -38.4% |
| YTD | +84.4% | +4.9% | +79.5% | +80.1% |
| 1Y | +82.3% | +40.4% | +41.9% | +67.5% |
| 3Y | +646.2% | +23.5% | +622.7% | +575.0% |
| 5Y | +487.4% | -32.3% | +519.7% | +511.1% |
| 10Y | +2,071.0% | +119.3% | +1,951.7% | +1,551.6% |
| All | +5,763.7% | +628.1% | +5,135.6% | +2,811.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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