+44.2%
DE vs STRL
+72.5%
-28.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -3.0% | +8.2% | -11.2% | -3.5% |
| 30D | +11.1% | -6.3% | +17.5% | +11.5% |
| 3M | +17.6% | -41.2% | +58.8% | +21.5% |
| 6M | +13.6% | +20.4% | -6.8% | +10.3% |
| YTD | +46.3% | +61.7% | -15.4% | +40.9% |
| 1Y | +44.2% | +72.7% | -28.5% | +36.1% |
| All | +44.2% | +72.5% | -28.4% | +36.1% |
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