+186.6%
DLR vs STLA
-3.1%
+189.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.1% | +7.4% | +2.2% |
| 7D | +5.0% | -13.1% | +18.1% | +7.1% |
| 30D | +3.0% | -13.3% | +16.3% | +4.9% |
| 3M | -6.3% | -27.9% | +21.6% | -2.2% |
| 6M | -4.8% | -47.8% | +43.1% | +4.0% |
| YTD | +21.0% | -64.6% | +85.6% | +38.8% |
| 1Y | +15.1% | -64.0% | +79.1% | +31.4% |
| 3Y | +56.0% | -76.8% | +132.8% | +86.9% |
| 5Y | +39.1% | -74.2% | +113.3% | +59.6% |
| All | +186.6% | -3.1% | +189.7% | +164.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling