+694.6%
DELL vs STRL
+531.3%
+163.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.4% | +0.9% |
| 7D | +25.6% | +10.1% | +15.5% | +21.9% |
| 30D | +17.7% | -8.2% | +25.9% | +20.5% |
| 3M | +33.4% | -43.7% | +77.1% | +56.0% |
| 6M | +266.2% | +27.1% | +239.1% | +216.8% |
| YTD | +328.0% | +64.0% | +264.0% | +233.5% |
| 1Y | +339.6% | +75.2% | +264.4% | +226.7% |
| 3Y | +694.6% | +539.9% | +154.7% | +282.1% |
| All | +694.6% | +531.3% | +163.3% | +282.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling