+3,676.0%
STX vs DLR
+163.6%
+3,512.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.2% |
| 7D | +10.7% | +3.4% | +7.3% | +9.2% |
| 30D | +11.3% | -2.2% | +13.5% | +12.5% |
| 3M | +3.2% | +4.7% | -1.5% | +1.0% |
| 6M | +157.0% | +9.0% | +148.0% | +147.5% |
| YTD | +229.2% | +24.1% | +205.1% | +201.7% |
| 1Y | +381.8% | +20.9% | +360.9% | +345.0% |
| 3Y | +1,383.2% | +60.0% | +1,323.1% | +1,119.7% |
| 5Y | +1,144.9% | +35.3% | +1,109.6% | +955.2% |
| 10Y | +3,676.0% | +165.8% | +3,510.3% | +2,351.3% |
| All | +3,676.0% | +163.6% | +3,512.4% | +2,351.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling