+4,681.2%
DELL vs STRL
+7,350.1%
-2,668.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.3% | -0.1% |
| 7D | +14.9% | +3.4% | +11.5% | +13.9% |
| 30D | +13.3% | -9.2% | +22.5% | +16.2% |
| 3M | +24.4% | -51.0% | +75.4% | +48.8% |
| 6M | +258.0% | +15.8% | +242.2% | +226.1% |
| YTD | +320.2% | +58.9% | +261.3% | +247.6% |
| 1Y | +319.1% | +68.5% | +250.5% | +236.5% |
| 3Y | +706.5% | +485.2% | +221.3% | +348.3% |
| 5Y | +1,071.9% | +2,005.1% | -933.2% | +370.9% |
| 10Y | +4,683.5% | +7,118.0% | -2,434.5% | +1,421.0% |
| All | +4,681.2% | +7,350.1% | -2,668.8% | +1,414.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling