+16,911.3%
DE vs STRL
+12,054.0%
+4,857.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.3% |
| 7D | +2.3% | +7.1% | -4.9% | +1.7% |
| 30D | +9.3% | -39.4% | +48.7% | +12.3% |
| 3M | +12.2% | -43.0% | +55.2% | +15.5% |
| 6M | +18.1% | -65.0% | +83.1% | +24.6% |
| YTD | +49.8% | -0.8% | +50.5% | +46.4% |
| 1Y | +46.4% | -20.3% | +66.7% | +44.8% |
| 3Y | +92.5% | +356.5% | -264.0% | +67.8% |
| 5Y | +107.4% | +952.8% | -845.5% | +70.8% |
| 10Y | +784.1% | +3,877.1% | -3,093.0% | +567.9% |
| All | +16,911.3% | +12,054.0% | +4,857.3% | +11,344.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling