+46.0%
DGX vs STLA
-53.0%
+99.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +3.4% |
| 7D | +4.1% | -0.6% | +4.7% | +4.1% |
| 30D | +10.5% | +3.6% | +6.9% | +10.3% |
| 3M | +9.8% | -20.6% | +30.5% | +10.4% |
| 6M | +34.6% | -34.3% | +68.9% | +36.1% |
| YTD | +49.8% | -57.3% | +107.1% | +54.5% |
| 1Y | +46.0% | -52.6% | +98.7% | +47.6% |
| All | +46.0% | -53.0% | +99.0% | +47.6% |
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