+47.8%
STLA vs DAR
+367.0%
-319.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -4.3% |
| 7D | +0.7% | -0.9% | +1.6% | +1.0% |
| 30D | -2.4% | +13.0% | -15.3% | -7.7% |
| 3M | -23.9% | +15.0% | -38.9% | -29.0% |
| 6M | -24.6% | +26.8% | -51.5% | -33.1% |
| YTD | -50.5% | +86.4% | -136.9% | -63.0% |
| 1Y | -39.8% | +115.1% | -154.9% | -58.1% |
| 3Y | -65.6% | +14.6% | -80.2% | -70.1% |
| 5Y | -62.1% | -8.8% | -53.3% | -65.1% |
| 10Y | +47.8% | +356.5% | -308.8% | -43.8% |
| All | +47.8% | +367.0% | -319.2% | -43.8% |
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