+168.1%
DAL vs STLA
-74.0%
+242.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -2.8% |
| 7D | +4.6% | -5.5% | +10.1% | +6.7% |
| 30D | +2.3% | -3.7% | +6.0% | +3.4% |
| 3M | -8.1% | -21.1% | +13.0% | -0.9% |
| 6M | +21.4% | -38.3% | +59.8% | +42.9% |
| YTD | +24.3% | -59.2% | +83.5% | +67.4% |
| 1Y | +47.4% | -56.7% | +104.1% | +92.0% |
| All | +168.1% | -74.0% | +242.0% | +255.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling