-36.6%
DT vs STLA
-74.6%
+38.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +3.1% | -13.8% | +16.9% | +6.6% |
| 30D | -29.5% | -10.5% | -19.0% | -27.8% |
| 3M | -11.7% | -28.9% | +17.1% | -5.1% |
| 6M | +29.0% | -49.7% | +78.7% | +49.8% |
| YTD | +3.4% | -64.9% | +68.3% | +29.9% |
| 1Y | -4.2% | -64.0% | +59.8% | +19.0% |
| 3Y | -12.8% | -77.4% | +64.6% | +19.1% |
| All | -36.6% | -74.6% | +38.0% | -30.7% |
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