-25.9%
STRL vs DG
+45.3%
-71.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +8.5% | -30.0% | -19.6% |
| 7D | -27.1% | +12.3% | -39.3% | -25.2% |
| 30D | -45.8% | +19.3% | -65.1% | -44.3% |
| 3M | -47.6% | +11.9% | -59.5% | -46.3% |
| 6M | -46.4% | +25.0% | -71.4% | -45.5% |
| YTD | -7.4% | +8.7% | -16.1% | -4.5% |
| 1Y | -25.9% | +44.7% | -70.5% | -30.6% |
| All | -25.9% | +45.3% | -71.1% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling