+100.2%
DAL vs STLA
-70.3%
+170.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -2.4% |
| 7D | +4.6% | -5.5% | +10.1% | +7.2% |
| 30D | +2.3% | -3.7% | +6.0% | +3.5% |
| 3M | -8.1% | -21.1% | +13.0% | +0.6% |
| 6M | +21.4% | -38.3% | +59.8% | +47.6% |
| YTD | +24.3% | -59.2% | +83.5% | +77.4% |
| 1Y | +47.4% | -56.7% | +104.1% | +102.5% |
| 3Y | +164.6% | -74.3% | +238.9% | +341.2% |
| 5Y | +100.2% | -70.2% | +170.5% | +180.8% |
| All | +100.2% | -70.3% | +170.5% | +180.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling