+3,877.5%
STRL vs DAR
+269.9%
+3,607.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | -19.8% | -3.8% | -16.0% | -18.0% |
| 30D | -43.6% | -14.4% | -29.1% | -39.3% |
| 3M | -45.2% | -17.9% | -27.3% | -40.4% |
| 6M | -65.7% | -18.3% | -47.4% | -62.7% |
| YTD | -5.4% | +43.2% | -48.7% | -19.7% |
| 1Y | -24.7% | +57.7% | -82.4% | -38.8% |
| 3Y | +335.0% | +22.7% | +312.3% | +267.6% |
| 5Y | +915.3% | -34.0% | +949.3% | +991.4% |
| 10Y | +3,877.5% | +279.5% | +3,598.0% | +1,629.4% |
| All | +3,877.5% | +269.9% | +3,607.5% | +1,629.4% |
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 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