+114.2%
DAL vs STRL
+916.0%
-801.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +15.0% | -9.7% | +2.0% |
| 7D | +10.0% | -13.3% | +23.4% | +11.9% |
| 30D | +12.0% | -43.3% | +55.4% | +25.1% |
| 3M | +0.8% | -46.9% | +47.7% | +13.5% |
| 6M | +26.2% | -65.6% | +91.8% | +53.6% |
| YTD | +33.7% | -5.1% | +38.8% | +16.9% |
| 1Y | +57.6% | -23.1% | +80.6% | +45.3% |
| 3Y | +183.5% | +346.8% | -163.4% | +37.9% |
| 5Y | +114.2% | +907.2% | -793.0% | -31.8% |
| All | +114.2% | +916.0% | -801.8% | -31.8% |
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