+30.6%
DGX vs STLA
-40.1%
+70.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -3.5% | -3.8% | +0.4% | -3.4% |
| 30D | -2.7% | -3.1% | +0.4% | -2.7% |
| 3M | +13.9% | -19.6% | +33.5% | +14.2% |
| 6M | +16.0% | -23.5% | +39.5% | +16.4% |
| YTD | +34.9% | -51.5% | +86.5% | +35.8% |
| 1Y | +30.6% | -39.7% | +70.2% | +31.8% |
| All | +30.6% | -40.1% | +70.6% | +31.8% |
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