+3,340.7%
DLR vs STRL
+5,059.6%
-1,718.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -0.8% |
| 7D | -3.6% | -26.9% | +23.3% | +0.5% |
| 30D | -3.5% | -52.7% | +49.2% | +7.4% |
| 3M | -8.9% | -52.8% | +43.9% | +1.2% |
| 6M | -11.6% | -71.5% | +59.9% | +4.3% |
| YTD | +14.9% | -17.4% | +32.3% | +10.8% |
| 1Y | +6.4% | -35.0% | +41.4% | +6.3% |
| 3Y | +47.3% | +239.2% | -192.0% | +7.4% |
| 5Y | +32.8% | +830.2% | -797.4% | -19.8% |
| 10Y | +169.6% | +3,574.7% | -3,405.2% | +14.4% |
| All | +3,340.7% | +5,059.6% | -1,718.9% | +1,483.7% |
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