+177.5%
DLR vs STRL
+4,310.8%
-4,133.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +15.0% | -11.6% | +1.6% |
| 7D | +2.4% | -13.3% | +15.7% | +3.4% |
| 30D | +0.7% | -43.3% | +44.1% | +6.8% |
| 3M | -6.4% | -46.9% | +40.4% | -0.2% |
| 6M | -6.5% | -65.6% | +59.1% | +3.4% |
| YTD | +18.8% | -5.1% | +23.9% | +13.3% |
| 1Y | +9.0% | -23.1% | +32.1% | +6.5% |
| 3Y | +54.5% | +346.8% | -292.3% | +19.3% |
| 5Y | +35.8% | +907.2% | -871.3% | -5.5% |
| 10Y | +177.5% | +3,988.2% | -3,810.7% | +70.0% |
| All | +177.5% | +4,310.8% | -4,133.3% | +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