+1,335.2%
STX vs DLR
+59.3%
+1,275.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | +2.4% | +1.6% | +0.8% | +1.5% |
| 30D | +1.4% | -3.4% | +4.7% | +3.5% |
| 3M | -8.2% | +0.5% | -8.7% | -8.8% |
| 6M | +127.0% | +4.6% | +122.5% | +120.9% |
| YTD | +209.1% | +23.4% | +185.7% | +176.5% |
| 1Y | +365.4% | +19.0% | +346.4% | +321.7% |
| All | +1,335.2% | +59.3% | +1,275.9% | +1,007.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling