+466.2%
DLR vs STLA
+189.2%
+276.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +2.4% | -6.4% | +8.7% | +3.0% |
| 30D | +0.7% | -1.3% | +2.1% | +0.8% |
| 3M | -6.4% | -19.9% | +13.5% | -4.6% |
| 6M | -6.5% | -42.9% | +36.4% | -1.6% |
| YTD | +18.8% | -59.4% | +78.2% | +28.7% |
| 1Y | +9.0% | -56.8% | +65.9% | +17.2% |
| 3Y | +54.5% | -73.1% | +127.6% | +71.7% |
| 5Y | +35.8% | -70.1% | +105.9% | +47.4% |
| 10Y | +177.5% | +19.8% | +157.7% | +166.2% |
| All | +466.2% | +189.2% | +276.9% | +438.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling