+145.3%
DAL vs STLA
+54.0%
+91.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.2% |
| 7D | +0.1% | +2.6% | -2.5% | -1.2% |
| 30D | -13.9% | -1.2% | -12.7% | -13.9% |
| 3M | +1.1% | -24.8% | +25.8% | +14.4% |
| 6M | +26.2% | -25.6% | +51.8% | +43.0% |
| YTD | +16.4% | -48.9% | +65.4% | +53.4% |
| 1Y | +33.9% | -38.8% | +72.6% | +56.9% |
| 3Y | +93.4% | -64.5% | +157.9% | +185.9% |
| 5Y | +106.4% | -62.4% | +168.8% | +185.8% |
| All | +145.3% | +54.0% | +91.3% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling