+128.1%
DAL vs STRL
+4,310.8%
-4,182.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +15.0% | -9.7% | +1.3% |
| 7D | +10.0% | -13.3% | +23.4% | +12.3% |
| 30D | +12.0% | -43.3% | +55.4% | +27.8% |
| 3M | +0.8% | -46.9% | +47.7% | +16.1% |
| 6M | +26.2% | -65.6% | +91.8% | +59.0% |
| YTD | +33.7% | -5.1% | +38.8% | +16.8% |
| 1Y | +57.6% | -23.1% | +80.6% | +45.7% |
| 3Y | +183.5% | +346.8% | -163.4% | +35.0% |
| 5Y | +114.2% | +907.2% | -793.0% | -27.1% |
| 10Y | +128.1% | +3,988.2% | -3,860.1% | -50.7% |
| All | +128.1% | +4,310.8% | -4,182.6% | -50.7% |
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