+123.8%
STX vs DT
-5.1%
+128.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.5% | -7.6% | -8.2% |
| 7D | -20.2% | -25.5% | +5.3% | -24.9% |
| 30D | -37.2% | -22.3% | -14.9% | -40.1% |
| 3M | -34.1% | +2.3% | -36.4% | -31.5% |
| 6M | -24.5% | +20.7% | -45.2% | -16.9% |
| YTD | +102.9% | +7.9% | +95.0% | +121.0% |
| 1Y | +123.8% | -5.7% | +129.5% | +132.0% |
| All | +123.8% | -5.1% | +128.9% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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