+2,236.5%
STX vs DT
+103.5%
+2,133.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | -8.2% | +20.0% | -28.2% | -12.2% |
| 6M | +127.0% | +39.3% | +87.7% | +107.7% |
| YTD | +209.1% | +19.8% | +189.4% | +191.4% |
| 1Y | +365.4% | +4.3% | +361.1% | +351.2% |
| 3Y | +1,135.4% | +7.7% | +1,127.7% | +1,069.8% |
| 5Y | +991.5% | -26.8% | +1,018.3% | +968.6% |
| All | +2,236.5% | +103.5% | +2,133.0% | +1,662.3% |
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