+47.3%
DLR vs STLA
-74.0%
+121.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | -4.5% | +0.9% | -3.2% |
| 30D | -3.5% | -3.9% | +0.4% | -3.2% |
| 3M | -8.9% | -20.2% | +11.3% | -7.2% |
| 6M | -11.6% | -42.2% | +30.6% | -7.1% |
| YTD | +14.9% | -59.3% | +74.2% | +24.5% |
| 1Y | +6.4% | -56.1% | +62.5% | +13.9% |
| 3Y | +47.3% | -73.7% | +120.9% | +65.0% |
| All | +47.3% | -74.0% | +121.3% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling