+97.1%
DGX vs STLA
-66.8%
+163.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.1% |
| 7D | -2.2% | +0.4% | -2.6% | -2.2% |
| 30D | -0.9% | -5.2% | +4.3% | -0.7% |
| 3M | +15.6% | -24.9% | +40.4% | +17.1% |
| 6M | +17.8% | -25.2% | +43.0% | +19.2% |
| YTD | +37.5% | -51.4% | +88.9% | +41.9% |
| 1Y | +31.2% | -40.7% | +71.8% | +33.2% |
| All | +97.1% | -66.8% | +163.9% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling