+9.5%
DLR vs STRL
-26.3%
+35.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +15.0% | -11.6% | +2.0% |
| 7D | +2.4% | -13.3% | +15.7% | +3.0% |
| 30D | +0.7% | -43.3% | +44.1% | +5.1% |
| 3M | -6.4% | -46.9% | +40.4% | -2.0% |
| 6M | -6.5% | -65.6% | +59.1% | +0.1% |
| YTD | +18.8% | -5.1% | +23.9% | +8.4% |
| All | +9.5% | -26.3% | +35.8% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling