+104.3%
DAL vs STLA
-4.1%
+108.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -1.1% | -13.8% | +12.7% | +6.1% |
| 30D | +12.8% | -10.5% | +23.4% | +18.2% |
| 3M | -5.3% | -28.9% | +23.6% | +9.6% |
| 6M | +22.4% | -49.7% | +72.1% | +66.6% |
| YTD | +25.6% | -64.9% | +90.5% | +96.8% |
| 1Y | +45.5% | -64.0% | +109.5% | +124.0% |
| 3Y | +161.0% | -77.4% | +238.4% | +380.3% |
| 5Y | +112.2% | -74.4% | +186.7% | +252.6% |
| All | +104.3% | -4.1% | +108.4% | +107.0% |
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