-5.9%
DT vs STLA
-57.6%
+51.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -20.2% | -6.4% | -13.9% | -20.2% |
| 30D | -30.8% | -1.3% | -29.4% | -30.5% |
| 3M | -10.2% | -19.9% | +9.7% | -10.6% |
| 6M | +8.0% | -42.9% | +50.9% | +5.8% |
| YTD | +1.5% | -59.4% | +60.9% | +0.1% |
| All | -5.9% | -57.6% | +51.7% | -8.6% |
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