+5.3%
STLA vs DAR
+269.9%
-264.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.9% |
| 7D | -4.9% | -3.8% | -1.1% | -3.5% |
| 30D | -4.9% | -14.4% | +9.5% | +0.8% |
| 3M | -23.7% | -17.9% | -5.7% | -18.3% |
| 6M | -45.0% | -18.3% | -26.7% | -41.5% |
| YTD | -60.9% | +43.2% | -104.1% | -67.6% |
| 1Y | -58.9% | +57.7% | -116.6% | -67.4% |
| 3Y | -74.4% | +22.7% | -97.2% | -78.8% |
| 5Y | -71.5% | -34.0% | -37.5% | -70.0% |
| 10Y | +5.3% | +279.5% | -274.2% | -56.8% |
| All | +5.3% | +269.9% | -264.7% | -56.8% |
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