+375.9%
STX vs DLR
+21.1%
+354.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.1% |
| 7D | +10.7% | +3.4% | +7.3% | +8.6% |
| 30D | +11.3% | -2.2% | +13.5% | +13.1% |
| 3M | +3.2% | +4.7% | -1.5% | +0.5% |
| 6M | +157.0% | +9.0% | +148.0% | +142.8% |
| YTD | +229.2% | +24.1% | +205.1% | +191.2% |
| All | +375.9% | +21.1% | +354.8% | +320.3% |
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 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