+365.4%
STX vs DT
+4.0%
+361.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +5.9% |
| 7D | +2.4% | -3.3% | +5.7% | +1.5% |
| 30D | +1.4% | +2.0% | -0.7% | +2.4% |
| 3M | -8.2% | +20.0% | -28.2% | -2.0% |
| 6M | +127.0% | +39.3% | +87.7% | +152.8% |
| YTD | +209.1% | +19.8% | +189.4% | +235.0% |
| 1Y | +365.4% | +4.3% | +361.1% | +383.5% |
| All | +365.4% | +4.0% | +361.4% | +383.5% |
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