+44.7%
DG vs STLA
-53.0%
+97.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.8% | +4.7% | +8.0% |
| 7D | +12.3% | -0.6% | +12.9% | +12.4% |
| 30D | +19.3% | +3.6% | +15.7% | +18.7% |
| 3M | +11.9% | -20.6% | +32.5% | +14.9% |
| 6M | +25.0% | -34.3% | +59.3% | +31.3% |
| YTD | +8.7% | -57.3% | +66.0% | +20.8% |
| 1Y | +44.7% | -52.6% | +97.3% | +57.3% |
| All | +44.7% | -53.0% | +97.7% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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