+599.9%
DAL vs STLA
+263.8%
+336.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.4% |
| 7D | +0.1% | +2.6% | -2.5% | -0.8% |
| 30D | -13.9% | -1.2% | -12.7% | -13.9% |
| 3M | +1.1% | -24.8% | +25.8% | +10.2% |
| 6M | +26.2% | -25.6% | +51.8% | +37.9% |
| YTD | +16.4% | -48.9% | +65.4% | +41.1% |
| 1Y | +33.9% | -38.8% | +72.6% | +50.6% |
| 3Y | +93.4% | -64.5% | +157.9% | +155.4% |
| 5Y | +106.4% | -62.4% | +168.8% | +163.7% |
| 10Y | +143.0% | +55.4% | +87.6% | +122.3% |
| All | +599.9% | +263.8% | +336.1% | +468.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling