+122.8%
DAL vs STLA
+18.3%
+104.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +8.8% | -4.5% | +13.3% | +11.2% |
| 30D | +5.4% | -3.9% | +9.3% | +6.8% |
| 3M | -4.9% | -20.2% | +15.3% | +4.0% |
| 6M | +19.8% | -42.2% | +62.0% | +52.2% |
| YTD | +27.0% | -59.3% | +86.3% | +84.7% |
| 1Y | +52.5% | -56.1% | +108.5% | +111.8% |
| 3Y | +173.8% | -73.7% | +247.5% | +365.4% |
| 5Y | +104.5% | -70.3% | +174.8% | +215.1% |
| All | +122.8% | +18.3% | +104.5% | +119.3% |
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