+59.7%
DIA vs STRL
+341.0%
-281.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.3% |
| 7D | +2.1% | +15.7% | -13.5% | +1.0% |
| 30D | +1.5% | -35.5% | +36.9% | +4.1% |
| 3M | -2.4% | -47.1% | +44.7% | +1.4% |
| 6M | +6.0% | -65.8% | +71.7% | +13.0% |
| YTD | +10.1% | -4.5% | +14.6% | +4.5% |
| 1Y | +11.8% | -10.5% | +22.3% | +6.6% |
| 3Y | +59.7% | +340.6% | -280.9% | +26.1% |
| All | +59.7% | +341.0% | -281.3% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling