+179.9%
DAL vs STRL
+340.9%
-161.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +10.7% | -19.8% | +30.5% | +14.0% |
| 30D | +12.5% | -43.6% | +56.1% | +23.7% |
| 3M | +3.6% | -45.2% | +48.9% | +14.0% |
| 6M | +26.7% | -65.7% | +92.5% | +50.1% |
| YTD | +34.3% | -5.4% | +39.7% | +18.9% |
| 1Y | +59.1% | -24.7% | +83.8% | +48.5% |
| 3Y | +179.9% | +335.0% | -155.2% | +64.6% |
| All | +179.9% | +340.9% | -161.0% | +64.6% |
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