+443.6%
STX vs DLR
+32.6%
+411.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -28.5% | -3.6% | -24.9% | -26.9% |
| 30D | -42.9% | -3.5% | -39.4% | -41.6% |
| 3M | -45.9% | -8.9% | -37.0% | -43.2% |
| 6M | -41.3% | -11.6% | -29.7% | -37.8% |
| YTD | +67.9% | +14.9% | +53.0% | +57.9% |
| 1Y | +66.5% | +6.4% | +60.1% | +62.0% |
| 3Y | +588.0% | +47.3% | +540.7% | +472.9% |
| All | +443.6% | +32.6% | +411.0% | +336.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling