+102.4%
STX vs DT
-2.7%
+105.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +14.6% | +3.1% | +11.5% | +14.9% |
| 30D | -26.0% | -29.5% | +3.6% | -30.6% |
| 3M | -42.6% | -11.7% | -30.9% | -42.4% |
| 6M | -35.3% | +29.0% | -64.3% | -29.1% |
| YTD | +92.5% | +3.4% | +89.1% | +117.1% |
| 1Y | +102.4% | -4.2% | +106.6% | +133.4% |
| All | +102.4% | -2.7% | +105.1% | +133.4% |
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