+4,177.7%
DELL vs STRL
+7,055.3%
-2,877.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +8.7% | +8.2% | +0.5% | +6.4% |
| 30D | +16.9% | -6.3% | +23.2% | +18.9% |
| 3M | +40.4% | -41.2% | +81.6% | +60.0% |
| 6M | +267.1% | +20.4% | +246.7% | +231.0% |
| YTD | +329.1% | +61.7% | +267.4% | +253.1% |
| 1Y | +346.9% | +72.7% | +274.2% | +256.3% |
| 3Y | +696.6% | +530.9% | +165.7% | +334.3% |
| 5Y | +1,106.2% | +2,125.4% | -1,019.2% | +377.9% |
| 10Y | +4,177.7% | +7,301.3% | -3,123.6% | +1,232.5% |
| All | +4,177.7% | +7,055.3% | -2,877.6% | +1,232.5% |
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