+3,988.2%
STRL vs DG
+128.5%
+3,859.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.2% | +12.8% | +14.7% |
| 7D | -13.3% | +0.7% | -14.0% | -13.6% |
| 30D | -43.3% | +7.4% | -50.8% | -44.1% |
| 3M | -46.9% | +8.5% | -55.4% | -47.8% |
| 6M | -65.6% | +21.9% | -87.5% | -67.0% |
| YTD | -5.1% | +4.9% | -10.0% | -6.9% |
| 1Y | -23.1% | +40.4% | -63.5% | -28.5% |
| 3Y | +346.8% | +23.5% | +323.4% | +311.9% |
| 5Y | +907.2% | -32.3% | +939.5% | +988.9% |
| 10Y | +3,988.2% | +119.3% | +3,868.9% | +2,723.7% |
| All | +3,988.2% | +128.5% | +3,859.7% | +2,723.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling