+20.0%
DG vs STLA
-40.1%
+60.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -1.0% | -3.7% |
| 7D | -2.5% | +0.7% | -3.2% | -2.5% |
| 30D | +1.0% | -2.4% | +3.4% | +1.2% |
| 3M | +20.3% | -23.9% | +44.2% | +23.3% |
| 6M | -11.7% | -24.6% | +12.9% | -9.4% |
| YTD | -2.3% | -50.5% | +48.2% | +3.5% |
| 1Y | +20.0% | -39.8% | +59.8% | +24.8% |
| All | +20.0% | -40.1% | +60.1% | +24.8% |
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