+3,667.9%
STRL vs DAR
+311.7%
+3,356.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.6% |
| 7D | +15.7% | +11.6% | +4.1% | +10.4% |
| 30D | -35.5% | -10.2% | -25.2% | -32.0% |
| 3M | -47.1% | -14.8% | -32.3% | -43.5% |
| 6M | -65.8% | -10.1% | -55.7% | -64.3% |
| YTD | -4.5% | +55.5% | -60.0% | -21.8% |
| 1Y | -10.5% | +61.7% | -72.2% | -28.0% |
| 3Y | +340.6% | +37.2% | +303.4% | +254.1% |
| 5Y | +911.0% | -26.9% | +938.0% | +937.0% |
| All | +3,667.9% | +311.7% | +3,356.2% | +1,473.5% |
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 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