+240.9%
DIA vs STRL
+4,310.8%
-4,069.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +15.0% | -12.8% | +0.2% |
| 7D | +0.8% | -13.3% | +14.1% | +1.9% |
| 30D | +1.4% | -43.3% | +44.8% | +8.3% |
| 3M | -2.7% | -46.9% | +44.2% | +4.3% |
| 6M | +6.2% | -65.6% | +71.8% | +19.1% |
| YTD | +10.1% | -5.1% | +15.2% | +2.6% |
| 1Y | +13.0% | -23.1% | +36.1% | +8.3% |
| 3Y | +61.9% | +346.8% | -285.0% | +7.9% |
| 5Y | +57.1% | +907.2% | -850.1% | -13.9% |
| 10Y | +240.9% | +3,988.2% | -3,747.3% | +40.6% |
| All | +240.9% | +4,310.8% | -4,069.9% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling