+239.2%
STRL vs DAR
+11.9%
+227.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | -26.9% | -9.9% | -17.0% | -24.3% |
| 30D | -52.7% | -16.4% | -36.3% | -49.9% |
| 3M | -52.8% | -17.1% | -35.8% | -50.3% |
| 6M | -71.5% | -20.5% | -51.0% | -69.5% |
| YTD | -17.4% | +39.4% | -56.9% | -24.8% |
| 1Y | -35.0% | +57.2% | -92.2% | -42.8% |
| 3Y | +239.2% | +13.9% | +225.4% | +214.5% |
| All | +239.2% | +11.9% | +227.4% | +214.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling