+433.9%
DG vs STLA
+189.2%
+244.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +0.7% | -6.4% | +7.0% | +1.3% |
| 30D | +7.4% | -1.3% | +8.8% | +7.5% |
| 3M | +8.5% | -19.9% | +28.4% | +10.4% |
| 6M | +21.9% | -42.9% | +64.8% | +27.3% |
| YTD | +4.9% | -59.4% | +64.3% | +12.1% |
| 1Y | +40.4% | -56.8% | +97.2% | +49.2% |
| 3Y | +23.5% | -73.1% | +96.6% | +34.9% |
| 5Y | -32.3% | -70.1% | +37.8% | -27.5% |
| 10Y | +119.3% | +19.8% | +99.5% | +111.1% |
| All | +433.9% | +189.2% | +244.7% | +415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling