+0.7%
DT vs STLA
-40.1%
+40.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -3.1% |
| 7D | -4.9% | +0.7% | -5.6% | -4.9% |
| 30D | +2.7% | -2.4% | +5.1% | +2.6% |
| 3M | +20.0% | -23.9% | +43.8% | +19.8% |
| 6M | +28.0% | -24.6% | +52.6% | +27.3% |
| YTD | +16.0% | -50.5% | +66.5% | +19.0% |
| 1Y | +0.7% | -39.8% | +40.6% | -2.3% |
| All | +0.7% | -40.1% | +40.8% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling