+100.2%
DAL vs STRL
+788.2%
-688.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.9% | +9.5% | -1.4% |
| 7D | +4.6% | -34.6% | +39.2% | +13.2% |
| 30D | +2.3% | -56.7% | +59.0% | +21.4% |
| 3M | -8.1% | -54.4% | +46.3% | +7.1% |
| 6M | +21.4% | -69.7% | +91.1% | +51.5% |
| YTD | +24.3% | -20.2% | +44.5% | +13.1% |
| 1Y | +47.4% | -40.6% | +87.9% | +44.9% |
| 3Y | +164.6% | +221.7% | -57.1% | +40.6% |
| 5Y | +100.2% | +799.0% | -698.7% | -38.2% |
| All | +100.2% | +788.2% | -688.0% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling