+18.1%
DE vs STRL
-64.3%
+82.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.4% |
| 7D | +2.3% | +7.1% | -4.9% | +1.7% |
| 30D | +9.3% | -39.4% | +48.7% | +11.6% |
| 3M | +12.2% | -43.0% | +55.2% | +15.0% |
| 6M | +18.1% | -65.0% | +83.1% | +29.3% |
| All | +18.1% | -64.3% | +82.4% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling