+168.1%
DAL vs STRL
+222.3%
-54.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.9% | +9.5% | -1.9% |
| 7D | +4.6% | -34.6% | +39.2% | +11.6% |
| 30D | +2.3% | -56.7% | +59.0% | +18.0% |
| 3M | -8.1% | -54.4% | +46.3% | +4.4% |
| 6M | +21.4% | -69.7% | +91.1% | +46.1% |
| YTD | +24.3% | -20.2% | +44.5% | +14.4% |
| 1Y | +47.4% | -40.6% | +87.9% | +45.0% |
| All | +168.1% | +222.3% | -54.3% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling