-26.7%
DT vs STLA
-62.4%
+35.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | -3.3% | +2.6% | -5.9% | -3.9% |
| 30D | +2.0% | -1.2% | +3.3% | +2.3% |
| 3M | +20.0% | -24.8% | +44.8% | +27.9% |
| 6M | +39.3% | -25.6% | +64.9% | +47.2% |
| YTD | +19.8% | -48.9% | +68.7% | +38.7% |
| 1Y | +4.3% | -38.8% | +43.0% | +12.4% |
| 3Y | +7.7% | -64.5% | +72.2% | +30.2% |
| All | -26.7% | -62.4% | +35.7% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling