+7,282.2%
STRL vs DAR
+355.9%
+6,926.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.1% |
| 7D | +3.4% | +1.4% | +2.0% | +2.7% |
| 30D | -9.2% | +12.8% | -22.0% | -14.5% |
| 3M | -51.0% | +7.4% | -58.4% | -52.9% |
| 6M | +15.8% | +22.3% | -6.5% | +5.1% |
| YTD | +58.9% | +81.1% | -22.2% | +21.6% |
| 1Y | +68.5% | +106.5% | -38.0% | +20.7% |
| 3Y | +485.2% | +5.3% | +479.9% | +435.5% |
| 5Y | +2,005.1% | -11.5% | +2,016.7% | +1,866.3% |
| All | +7,282.2% | +355.9% | +6,926.4% | +2,869.4% |
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