+82.3%
DT vs STLA
-48.3%
+130.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | 0.0% |
| 7D | -7.5% | -4.9% | -2.6% | -6.2% |
| 30D | -31.5% | -4.9% | -26.6% | -30.7% |
| 3M | -14.0% | -23.7% | +9.7% | -7.7% |
| 6M | +6.9% | -45.0% | +51.8% | +25.2% |
| YTD | +0.3% | -60.9% | +61.2% | +27.9% |
| 1Y | -6.9% | -58.9% | +52.0% | +16.0% |
| 3Y | -13.9% | -74.4% | +60.5% | +19.7% |
| 5Y | -39.9% | -71.5% | +31.6% | -23.9% |
| All | +82.3% | -48.3% | +130.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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