+2,886.3%
DELL vs STRL
+4,073.8%
-1,187.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +4.9% | +6.8% | +10.3% |
| 7D | +0.4% | +7.1% | -6.8% | -1.4% |
| 30D | -35.1% | -39.4% | +4.3% | -25.0% |
| 3M | -15.1% | -43.0% | +27.8% | -0.4% |
| 6M | +51.7% | -65.0% | +116.7% | +100.1% |
| YTD | +200.0% | -0.8% | +200.8% | +183.0% |
| 1Y | +172.1% | -20.3% | +192.4% | +172.0% |
| 3Y | +431.2% | +356.5% | +74.7% | +217.8% |
| 5Y | +633.1% | +952.8% | -319.7% | +245.9% |
| 10Y | +2,886.3% | +3,877.1% | -990.8% | +952.1% |
| All | +2,886.3% | +4,073.8% | -1,187.4% | +952.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling