+19.8%
STLA vs DAR
+288.2%
-268.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -2.1% |
| 7D | -6.4% | -2.8% | -3.6% | -5.4% |
| 30D | -1.3% | -12.8% | +11.5% | +3.8% |
| 3M | -19.9% | -11.6% | -8.3% | -17.0% |
| 6M | -42.9% | -16.8% | -26.1% | -39.7% |
| YTD | -59.4% | +45.9% | -105.3% | -66.6% |
| 1Y | -56.8% | +61.5% | -118.3% | -66.1% |
| 3Y | -73.1% | +23.0% | -96.0% | -77.6% |
| 5Y | -70.1% | -35.8% | -34.2% | -68.0% |
| 10Y | +19.8% | +280.4% | -260.6% | -50.2% |
| All | +19.8% | +288.2% | -268.5% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling