+123.8%
STX vs DLR
+11.0%
+112.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.7% | -9.7% |
| 7D | -20.2% | +2.8% | -23.0% | -21.6% |
| 30D | -37.2% | +2.8% | -40.0% | -38.4% |
| 3M | -34.1% | -4.0% | -30.1% | -32.2% |
| 6M | -24.5% | -5.6% | -18.9% | -19.8% |
| YTD | +102.9% | +21.9% | +81.0% | +65.4% |
| 1Y | +123.8% | +13.0% | +110.8% | +95.9% |
| All | +123.8% | +11.0% | +112.8% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling