+84.4%
DT vs STLA
-46.4%
+130.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -20.2% | -6.4% | -13.9% | -18.5% |
| 30D | -30.8% | -1.3% | -29.4% | -30.6% |
| 3M | -10.2% | -19.9% | +9.7% | -4.9% |
| 6M | +8.0% | -42.9% | +50.9% | +25.2% |
| YTD | +1.5% | -59.4% | +60.9% | +28.0% |
| 1Y | -6.9% | -56.8% | +50.0% | +14.4% |
| 3Y | -10.9% | -73.1% | +62.2% | +21.8% |
| 5Y | -42.2% | -70.1% | +27.9% | -27.9% |
| All | +84.4% | -46.4% | +130.7% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling