+3,595.6%
DLR vs STRL
+9,828.4%
-6,232.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.4% | -0.6% |
| 7D | +1.6% | +3.4% | -1.8% | +1.0% |
| 30D | -3.4% | -9.2% | +5.9% | -2.0% |
| 3M | +0.5% | -51.0% | +51.5% | +10.6% |
| 6M | +4.6% | +15.8% | -11.2% | -2.7% |
| YTD | +23.4% | +58.9% | -35.4% | +8.6% |
| 1Y | +19.0% | +68.5% | -49.5% | +2.7% |
| 3Y | +56.5% | +485.2% | -428.7% | +5.9% |
| 5Y | +33.3% | +2,005.1% | -1,971.8% | -28.6% |
| 10Y | +165.1% | +7,118.0% | -6,952.8% | +1.9% |
| All | +3,595.6% | +9,828.4% | -6,232.7% | +1,452.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling