+145.3%
DAL vs STRL
+7,064.8%
-6,919.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +0.2% |
| 7D | +0.1% | +3.4% | -3.3% | -0.8% |
| 30D | -13.9% | -9.2% | -4.7% | -11.9% |
| 3M | +1.1% | -51.0% | +52.1% | +19.8% |
| 6M | +26.2% | +15.8% | +10.5% | +10.1% |
| YTD | +16.4% | +58.9% | -42.4% | -8.7% |
| 1Y | +33.9% | +68.5% | -34.7% | +0.9% |
| 3Y | +93.4% | +485.2% | -391.8% | -10.1% |
| 5Y | +106.4% | +2,005.1% | -1,898.8% | -40.6% |
| All | +145.3% | +7,064.8% | -6,919.5% | -52.1% |
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