+517.7%
DGX vs STLA
+263.8%
+253.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -2.3% | +2.6% | -4.9% | -2.6% |
| 30D | +0.6% | -1.2% | +1.8% | +0.6% |
| 3M | +21.4% | -24.8% | +46.2% | +24.8% |
| 6M | +14.7% | -25.6% | +40.3% | +17.8% |
| YTD | +38.4% | -48.9% | +87.4% | +47.4% |
| 1Y | +34.0% | -38.8% | +72.7% | +39.0% |
| 3Y | +92.7% | -64.5% | +157.2% | +109.3% |
| 5Y | +67.7% | -62.4% | +130.1% | +77.9% |
| 10Y | +248.0% | +55.4% | +192.6% | +205.3% |
| All | +517.7% | +263.8% | +253.9% | +418.6% |
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 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