+390.4%
DDOG vs STRL
+2,128.6%
-1,738.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.2% |
| 7D | +2.9% | +15.7% | -12.8% | +1.0% |
| 30D | -31.6% | -35.5% | +3.8% | -28.4% |
| 3M | -27.0% | -47.1% | +20.2% | -22.3% |
| 6M | -10.3% | -65.8% | +55.5% | -1.7% |
| YTD | +35.4% | -4.5% | +39.9% | +24.8% |
| 1Y | -1.0% | -10.5% | +9.5% | -8.0% |
| 3Y | +76.7% | +340.6% | -264.0% | +25.9% |
| 5Y | -4.6% | +911.0% | -915.6% | -45.0% |
| All | +390.4% | +2,128.6% | -1,738.1% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling