+1,293.6%
STX vs DT
+72.4%
+1,221.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.2% | +8.6% | +9.6% |
| 7D | -14.8% | -20.2% | +5.5% | -11.1% |
| 30D | -35.4% | -30.8% | -4.6% | -30.7% |
| 3M | -37.7% | -10.2% | -27.5% | -36.6% |
| 6M | -35.2% | +8.0% | -43.3% | -37.3% |
| YTD | +84.4% | +1.5% | +82.9% | +79.2% |
| 1Y | +82.3% | -6.9% | +89.1% | +80.6% |
| 3Y | +646.2% | -10.9% | +657.1% | +633.9% |
| 5Y | +487.4% | -42.2% | +529.6% | +502.2% |
| All | +1,293.6% | +72.4% | +1,221.2% | +983.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling