+436.4%
DG vs STLA
+178.7%
+257.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.8% |
| 7D | +5.2% | -4.9% | +10.1% | +5.7% |
| 30D | +7.9% | -4.9% | +12.8% | +8.3% |
| 3M | +12.7% | -23.7% | +36.4% | +15.1% |
| 6M | +22.4% | -45.0% | +67.4% | +28.3% |
| YTD | +5.4% | -60.9% | +66.3% | +13.0% |
| 1Y | +39.4% | -58.9% | +98.3% | +48.7% |
| 3Y | +24.1% | -74.4% | +98.6% | +36.2% |
| 5Y | -32.2% | -71.5% | +39.4% | -27.1% |
| 10Y | +111.8% | +5.3% | +106.5% | +105.4% |
| All | +436.4% | +178.7% | +257.6% | +419.5% |
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