+8,440.1%
STX vs DLR
+3,457.3%
+4,982.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.4% | +6.4% | +8.4% |
| 7D | -14.8% | +2.4% | -17.1% | -15.3% |
| 30D | -35.4% | +0.7% | -36.1% | -35.2% |
| 3M | -37.7% | -6.4% | -31.2% | -35.7% |
| 6M | -35.2% | -6.5% | -28.7% | -33.5% |
| YTD | +84.4% | +18.8% | +65.6% | +72.1% |
| 1Y | +82.3% | +9.0% | +73.2% | +76.2% |
| 3Y | +646.2% | +54.5% | +591.7% | +519.3% |
| 5Y | +487.4% | +35.8% | +451.6% | +400.0% |
| 10Y | +2,071.0% | +177.5% | +1,893.6% | +1,206.3% |
| All | +8,440.1% | +3,457.3% | +4,982.8% | +1,883.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling