+3,877.1%
STRL vs DAR
+290.1%
+3,587.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.1% | -0.1% | +2.7% |
| 7D | +7.1% | +3.6% | +3.5% | +5.9% |
| 30D | -39.4% | -11.3% | -28.1% | -35.8% |
| 3M | -43.0% | -13.1% | -29.8% | -39.5% |
| 6M | -65.0% | -15.1% | -49.9% | -62.6% |
| YTD | -0.8% | +50.5% | -51.3% | -17.5% |
| 1Y | -20.3% | +57.9% | -78.2% | -35.2% |
| 3Y | +356.5% | +28.9% | +327.6% | +277.5% |
| 5Y | +952.8% | -31.4% | +984.3% | +1,014.5% |
| 10Y | +3,877.1% | +301.0% | +3,576.1% | +1,586.2% |
| All | +3,877.1% | +290.1% | +3,587.0% | +1,586.2% |
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 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