+181.2%
DLR vs STRL
+3,697.3%
-3,516.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.5% |
| 7D | +3.3% | +15.7% | -12.3% | +1.5% |
| 30D | +4.6% | -35.5% | +40.1% | +9.3% |
| 3M | -8.3% | -47.1% | +38.9% | -2.2% |
| 6M | -5.6% | -65.8% | +60.1% | +4.5% |
| YTD | +18.7% | -4.5% | +23.2% | +13.2% |
| 1Y | +17.1% | -10.5% | +27.6% | +12.3% |
| 3Y | +54.4% | +340.6% | -286.3% | +19.2% |
| 5Y | +36.5% | +911.0% | -874.6% | -5.3% |
| All | +181.2% | +3,697.3% | -3,516.1% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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