+340.7%
DD vs STLA
+263.8%
+76.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -3.5% | +2.6% | -6.1% | -4.2% |
| 30D | -10.3% | -1.2% | -9.1% | -10.2% |
| 3M | -7.5% | -24.8% | +17.2% | -0.6% |
| 6M | -8.0% | -25.6% | +17.6% | -1.2% |
| YTD | +10.5% | -48.9% | +59.4% | +29.6% |
| 1Y | +38.3% | -38.8% | +77.0% | +52.8% |
| 3Y | +42.5% | -64.5% | +107.0% | +77.9% |
| 5Y | +60.2% | -62.4% | +122.6% | +93.3% |
| 10Y | +68.9% | +55.4% | +13.5% | +50.5% |
| All | +340.7% | +263.8% | +76.8% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 all: compounded portfolio wealth divided by compounded STLA 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…
all analysis · Full analysis span regression · 6 months rolling