+112.2%
DT vs STLA
-35.8%
+148.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.2% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +0.1% | -5.2% | +5.3% | +1.5% |
| 3M | +24.1% | -24.9% | +49.0% | +34.1% |
| 6M | +30.1% | -25.2% | +55.3% | +38.8% |
| YTD | +16.8% | -51.4% | +68.2% | +40.7% |
| 1Y | -0.1% | -40.7% | +40.6% | +10.5% |
| 3Y | +6.8% | -66.3% | +73.1% | +36.3% |
| 5Y | -28.4% | -63.2% | +34.9% | -15.8% |
| All | +112.2% | -35.8% | +148.0% | +78.5% |
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