+417.8%
DG vs STLA
+263.8%
+154.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +8.4% | +2.6% | +5.8% | +8.2% |
| 30D | +4.9% | -1.2% | +6.2% | +5.0% |
| 3M | +29.3% | -24.8% | +54.1% | +32.2% |
| 6M | -11.3% | -25.6% | +14.3% | -9.3% |
| YTD | +1.8% | -48.9% | +50.7% | +6.8% |
| 1Y | +25.3% | -38.8% | +64.1% | +29.3% |
| 3Y | +9.1% | -64.5% | +73.6% | +16.5% |
| 5Y | -34.9% | -62.4% | +27.6% | -31.5% |
| 10Y | +108.2% | +55.4% | +52.8% | +96.4% |
| All | +417.8% | +263.8% | +154.0% | +391.0% |
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