+117.6%
DT vs STLA
-32.5%
+150.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | -3.3% | +2.6% | -5.9% | -4.0% |
| 30D | +2.0% | -1.2% | +3.3% | +2.3% |
| 3M | +20.0% | -24.8% | +44.8% | +29.6% |
| 6M | +39.3% | -25.6% | +64.9% | +49.0% |
| YTD | +19.8% | -48.9% | +68.7% | +42.2% |
| 1Y | +4.3% | -38.8% | +43.0% | +14.4% |
| 3Y | +7.7% | -64.5% | +72.2% | +35.4% |
| 5Y | -26.8% | -62.4% | +35.6% | -14.3% |
| All | +117.6% | -32.5% | +150.1% | +80.4% |
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