+263.8%
STLA vs DAR
+771.5%
-507.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.6% |
| 7D | +2.6% | +1.4% | +1.2% | +2.0% |
| 30D | -1.2% | +12.8% | -14.0% | -5.7% |
| 3M | -24.8% | +7.4% | -32.1% | -27.2% |
| 6M | -25.6% | +22.3% | -47.8% | -31.6% |
| YTD | -48.9% | +81.1% | -130.0% | -59.3% |
| 1Y | -38.8% | +106.5% | -145.3% | -53.8% |
| 3Y | -64.5% | +5.3% | -69.8% | -67.5% |
| 5Y | -62.4% | -11.5% | -50.9% | -64.4% |
| 10Y | +55.4% | +353.3% | -297.9% | -16.0% |
| All | +263.8% | +771.5% | -507.7% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling