+143.3%
DELL vs STRL
-30.1%
+173.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -21.5% | +12.6% | -2.4% |
| 7D | -24.6% | -27.1% | +2.5% | -17.4% |
| 30D | -32.5% | -45.8% | +13.3% | -19.8% |
| 3M | -20.2% | -47.6% | +27.4% | -4.5% |
| 6M | +76.5% | -46.4% | +122.9% | +110.8% |
| YTD | +198.9% | -7.4% | +206.3% | +199.2% |
| 1Y | +143.3% | -25.9% | +169.2% | +161.3% |
| All | +143.3% | -30.1% | +173.4% | +161.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling