+165.8%
DLR vs STLA
+48.0%
+117.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.0% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | -2.2% | -2.4% | +0.1% | -2.0% |
| 3M | +4.7% | -23.9% | +28.6% | +8.5% |
| 6M | +9.0% | -24.6% | +33.6% | +12.8% |
| YTD | +24.1% | -50.5% | +74.6% | +35.7% |
| 1Y | +20.9% | -39.8% | +60.8% | +27.1% |
| 3Y | +60.0% | -65.6% | +125.7% | +80.6% |
| 5Y | +35.3% | -62.1% | +97.4% | +46.8% |
| 10Y | +165.8% | +47.8% | +118.0% | +141.2% |
| All | +165.8% | +48.0% | +117.8% | +141.2% |
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