+443.6%
STX vs DT
-43.6%
+487.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -28.5% | -24.7% | -3.8% | -24.6% |
| 30D | -42.9% | -27.4% | -15.5% | -39.4% |
| 3M | -45.9% | -11.1% | -34.8% | -44.9% |
| 6M | -41.3% | +13.7% | -55.0% | -44.0% |
| YTD | +67.9% | +0.2% | +67.7% | +63.9% |
| 1Y | +66.5% | -5.7% | +72.2% | +65.2% |
| 3Y | +588.0% | -8.1% | +596.1% | +569.7% |
| All | +443.6% | -43.6% | +487.2% | +483.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling