+102.4%
STX vs DLR
+13.8%
+88.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -1.7% |
| 7D | +14.6% | +3.3% | +11.3% | +12.0% |
| 30D | -26.0% | +4.6% | -30.6% | -27.3% |
| 3M | -42.6% | -8.3% | -34.3% | -38.8% |
| 6M | -35.3% | -5.6% | -29.6% | -31.4% |
| YTD | +92.5% | +18.7% | +73.7% | +60.6% |
| 1Y | +102.4% | +17.1% | +85.3% | +72.8% |
| All | +102.4% | +13.8% | +88.6% | +72.8% |
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