-57.3%
STLA vs DAR
+60.0%
-117.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.4% |
| 7D | -6.4% | -2.8% | -3.6% | -6.3% |
| 30D | -1.3% | -12.8% | +11.5% | -0.9% |
| 3M | -19.9% | -11.6% | -8.3% | -20.3% |
| 6M | -42.9% | -16.8% | -26.1% | -42.9% |
| YTD | -59.4% | +45.9% | -105.3% | -67.9% |
| All | -57.3% | +60.0% | -117.3% | -68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling