+46.1%
DE vs STRL
-30.1%
+76.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -21.5% | +23.1% | +2.6% |
| 7D | +5.6% | -27.1% | +32.6% | +6.9% |
| 30D | -0.8% | -45.8% | +45.0% | +2.1% |
| 3M | +9.8% | -47.6% | +57.5% | +13.2% |
| 6M | +17.5% | -46.4% | +64.0% | +21.1% |
| YTD | +46.5% | -7.4% | +53.8% | +46.4% |
| 1Y | +46.1% | -25.9% | +72.0% | +46.7% |
| All | +46.1% | -30.1% | +76.2% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling