+2,388.1%
STX vs DT
+97.2%
+2,290.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.1% | +9.6% | +7.1% |
| 7D | +10.7% | -4.9% | +15.6% | +11.7% |
| 30D | +11.3% | +2.7% | +8.6% | +10.4% |
| 3M | +3.2% | +20.0% | -16.7% | -1.4% |
| 6M | +157.0% | +28.0% | +128.9% | +139.4% |
| YTD | +229.2% | +16.0% | +213.2% | +212.0% |
| 1Y | +381.8% | +0.7% | +381.1% | +370.0% |
| 3Y | +1,383.2% | +6.2% | +1,377.0% | +1,306.5% |
| 5Y | +1,144.9% | -28.1% | +1,173.0% | +1,122.1% |
| All | +2,388.1% | +97.2% | +2,290.9% | +1,786.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling