+98.2%
DE vs STRL
+2,102.6%
-2,004.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -3.0% | +8.2% | -11.2% | -4.1% |
| 30D | +11.1% | -6.3% | +17.5% | +11.9% |
| 3M | +17.6% | -41.2% | +58.8% | +25.1% |
| 6M | +13.6% | +20.4% | -6.8% | +5.2% |
| YTD | +46.3% | +61.7% | -15.4% | +28.2% |
| 1Y | +44.2% | +72.7% | -28.5% | +22.8% |
| 3Y | +76.6% | +530.9% | -454.3% | +3.7% |
| 5Y | +98.2% | +2,125.4% | -2,027.2% | -29.3% |
| All | +98.2% | +2,102.6% | -2,004.4% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling