+172.1%
DELL vs STRL
-20.9%
+193.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +4.9% | +6.8% | +10.1% |
| 7D | +0.4% | +7.1% | -6.8% | -1.6% |
| 30D | -35.1% | -39.4% | +4.3% | -25.1% |
| 3M | -15.1% | -43.0% | +27.8% | -0.7% |
| 6M | +51.7% | -65.0% | +116.7% | +94.8% |
| YTD | +200.0% | -0.8% | +200.8% | +191.2% |
| 1Y | +172.1% | -20.3% | +192.4% | +189.8% |
| All | +172.1% | -20.9% | +193.0% | +189.8% |
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