-74.5%
STLA vs DAR
-27.0%
-47.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.4% |
| 7D | -13.8% | +11.6% | -25.3% | -16.9% |
| 30D | -10.5% | -10.2% | -0.3% | -7.7% |
| 3M | -28.9% | -14.8% | -14.0% | -25.7% |
| 6M | -49.7% | -10.1% | -39.7% | -48.8% |
| YTD | -64.9% | +55.5% | -120.4% | -71.1% |
| 1Y | -64.0% | +61.7% | -125.7% | -70.9% |
| 3Y | -77.4% | +37.2% | -114.6% | -81.6% |
| All | -74.5% | -27.0% | -47.5% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling