+75.5%
DE vs STRL
+509.6%
-434.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -0.6% |
| 7D | +10.0% | +3.4% | +6.6% | +9.7% |
| 30D | +13.3% | -9.2% | +22.6% | +14.2% |
| 3M | +17.5% | -51.0% | +68.5% | +25.0% |
| 6M | +13.6% | +15.8% | -2.2% | +8.6% |
| YTD | +49.8% | +58.9% | -9.1% | +38.0% |
| 1Y | +47.9% | +68.5% | -20.7% | +33.7% |
| All | +75.5% | +509.6% | -434.0% | +25.9% |
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