+1,605.7%
DE vs STLA
+263.8%
+1,341.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +10.0% | +2.6% | +7.4% | +9.4% |
| 30D | +13.3% | -1.2% | +14.6% | +13.3% |
| 3M | +17.5% | -24.8% | +42.3% | +23.5% |
| 6M | +13.6% | -25.6% | +39.1% | +19.1% |
| YTD | +49.8% | -48.9% | +98.7% | +67.4% |
| 1Y | +47.9% | -38.8% | +86.6% | +58.0% |
| 3Y | +72.5% | -64.5% | +137.1% | +100.6% |
| 5Y | +90.2% | -62.4% | +152.7% | +113.9% |
| 10Y | +865.4% | +55.4% | +810.0% | +766.6% |
| All | +1,605.7% | +263.8% | +1,341.9% | +1,351.6% |
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