+647.3%
DAL vs STLA
+190.5%
+456.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -2.8% |
| 7D | +4.6% | -5.5% | +10.1% | +6.6% |
| 30D | +2.3% | -3.7% | +6.0% | +3.2% |
| 3M | -8.1% | -21.1% | +13.0% | -1.6% |
| 6M | +21.4% | -38.3% | +59.8% | +40.4% |
| YTD | +24.3% | -59.2% | +83.5% | +61.2% |
| 1Y | +47.4% | -56.7% | +104.1% | +86.7% |
| 3Y | +164.6% | -74.3% | +238.9% | +286.2% |
| 5Y | +100.2% | -70.2% | +170.5% | +174.9% |
| 10Y | +124.9% | +23.4% | +101.5% | +120.6% |
| All | +647.3% | +190.5% | +456.8% | +549.8% |
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