+102.2%
DG vs STLA
+46.8%
+55.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.4% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | +1.8% | -5.2% | +7.0% | +2.3% |
| 3M | +14.5% | -24.9% | +39.3% | +18.0% |
| 6M | -13.6% | -25.2% | +11.6% | -11.0% |
| YTD | -4.8% | -51.4% | +46.6% | +2.2% |
| 1Y | +21.6% | -40.7% | +62.3% | +27.2% |
| 3Y | +4.5% | -66.3% | +70.7% | +15.5% |
| 5Y | -38.5% | -63.2% | +24.8% | -33.9% |
| 10Y | +102.2% | +48.7% | +53.5% | +78.7% |
| All | +102.2% | +46.8% | +55.5% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling