+1,081.8%
DIA vs STRL
+29,319.1%
-28,237.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.6% |
| 7D | -0.9% | -26.9% | +26.0% | +0.7% |
| 30D | +0.3% | -52.7% | +52.9% | +4.6% |
| 3M | -4.5% | -52.8% | +48.3% | -0.5% |
| 6M | +3.4% | -71.5% | +74.8% | +10.3% |
| YTD | +7.8% | -17.4% | +25.2% | +6.4% |
| 1Y | +10.7% | -35.0% | +45.7% | +10.8% |
| 3Y | +57.5% | +239.2% | -181.7% | +39.7% |
| 5Y | +53.7% | +830.2% | -776.4% | +27.3% |
| 10Y | +247.2% | +3,574.7% | -3,327.5% | +162.0% |
| All | +1,081.8% | +29,319.1% | -28,237.3% | +802.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling