+56.9%
DLR vs STLA
-64.4%
+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% | +1.3% | -1.0% | +0.2% |
| 7D | +1.6% | +2.6% | -1.0% | +1.3% |
| 30D | -3.4% | -1.2% | -2.1% | -3.3% |
| 3M | +0.5% | -24.8% | +25.3% | +3.5% |
| 6M | +4.6% | -25.6% | +30.1% | +7.6% |
| YTD | +23.4% | -48.9% | +72.4% | +32.1% |
| 1Y | +19.0% | -38.8% | +57.8% | +22.7% |
| All | +56.9% | -64.4% | +121.3% | +63.9% |
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