+14,218.4%
STX vs DLR
+3,595.6%
+10,622.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | +2.4% | +1.6% | +0.8% | +1.7% |
| 30D | +1.4% | -3.4% | +4.7% | +3.0% |
| 3M | -8.2% | +0.5% | -8.7% | -8.8% |
| 6M | +127.0% | +4.6% | +122.5% | +122.4% |
| YTD | +209.1% | +23.4% | +185.7% | +183.4% |
| 1Y | +365.4% | +19.0% | +346.4% | +331.9% |
| 3Y | +1,135.4% | +56.5% | +1,078.9% | +914.4% |
| 5Y | +991.5% | +33.3% | +958.2% | +830.7% |
| 10Y | +3,695.8% | +165.1% | +3,530.7% | +2,216.5% |
| All | +14,218.4% | +3,595.6% | +10,622.7% | +3,166.0% |
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