+94.7%
DE vs STRL
+337.2%
-242.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +15.0% | -12.0% | +1.8% |
| 7D | +3.5% | -13.3% | +16.9% | +4.2% |
| 30D | +11.3% | -43.3% | +54.7% | +15.8% |
| 3M | +11.6% | -46.9% | +58.5% | +16.5% |
| 6M | +20.9% | -65.6% | +86.4% | +30.4% |
| YTD | +49.7% | -5.1% | +54.7% | +43.5% |
| 1Y | +49.5% | -23.1% | +72.5% | +46.2% |
| 3Y | +94.7% | +346.8% | -252.2% | +39.2% |
| All | +94.7% | +337.2% | -242.5% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling