+122.8%
DAL vs STRL
+3,580.1%
-3,457.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.2% |
| 7D | +8.8% | -26.9% | +35.7% | +16.3% |
| 30D | +5.4% | -52.7% | +58.1% | +26.3% |
| 3M | -4.9% | -52.8% | +47.9% | +13.1% |
| 6M | +19.8% | -71.5% | +91.3% | +58.8% |
| YTD | +27.0% | -17.4% | +44.4% | +15.4% |
| 1Y | +52.5% | -35.0% | +87.4% | +47.8% |
| 3Y | +173.8% | +239.2% | -65.4% | +41.1% |
| 5Y | +104.5% | +830.2% | -725.6% | -29.0% |
| All | +122.8% | +3,580.1% | -3,457.2% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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