+1,019.5%
STX vs DT
-27.0%
+1,046.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +6.7% |
| 7D | +2.4% | -3.3% | +5.7% | +2.9% |
| 30D | +1.4% | +2.0% | -0.7% | +0.8% |
| 3M | -8.2% | +20.0% | -28.2% | -12.3% |
| 6M | +127.0% | +39.3% | +87.7% | +106.8% |
| YTD | +209.1% | +19.8% | +189.4% | +191.8% |
| 1Y | +365.4% | +4.3% | +361.1% | +354.1% |
| 3Y | +1,135.4% | +7.7% | +1,127.7% | +1,067.7% |
| All | +1,019.5% | -27.0% | +1,046.5% | +972.6% |
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