+378.3%
DDOG vs STRL
+2,115.5%
-1,737.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +15.0% | -14.6% | -1.4% |
| 7D | -16.9% | -13.3% | -3.5% | -15.5% |
| 30D | -38.8% | -43.3% | +4.6% | -35.1% |
| 3M | -23.2% | -46.9% | +23.7% | -18.4% |
| 6M | -10.3% | -65.6% | +55.3% | -1.7% |
| YTD | +32.1% | -5.1% | +37.2% | +21.8% |
| 1Y | -6.1% | -23.1% | +17.0% | -10.8% |
| 3Y | +79.2% | +346.8% | -267.6% | +27.5% |
| 5Y | -8.6% | +907.2% | -915.8% | -47.3% |
| All | +378.3% | +2,115.5% | -1,737.1% | +99.7% |
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