+53.3%
DIA vs STRL
+779.4%
-726.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.7% |
| 7D | -0.9% | -26.9% | +26.0% | +1.4% |
| 30D | +0.3% | -52.7% | +52.9% | +6.8% |
| 3M | -4.5% | -52.8% | +48.3% | +1.5% |
| 6M | +3.4% | -71.5% | +74.8% | +14.3% |
| YTD | +7.8% | -17.4% | +25.2% | +2.7% |
| 1Y | +10.7% | -35.0% | +45.7% | +8.5% |
| 3Y | +57.5% | +239.2% | -181.7% | +14.6% |
| All | +53.3% | +779.4% | -726.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling