+851.5%
DE vs STLA
+55.1%
+796.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.9% |
| 7D | -2.6% | -2.9% | +0.3% | -1.8% |
| 30D | +9.0% | +0.9% | +8.1% | +8.4% |
| 3M | +19.1% | -21.6% | +40.8% | +26.5% |
| 6M | +14.4% | -21.6% | +36.0% | +20.4% |
| YTD | +45.9% | -50.4% | +96.4% | +72.3% |
| 1Y | +43.6% | -43.6% | +87.2% | +61.3% |
| 3Y | +75.9% | -66.4% | +142.3% | +121.3% |
| 5Y | +98.8% | -62.3% | +161.1% | +131.7% |
| All | +851.5% | +55.1% | +796.4% | +682.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling