+7,178.3%
STRL vs DG
+105.6%
+7,072.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.0% | +7.2% | +3.8% |
| 7D | +10.1% | -2.5% | +12.6% | +10.5% |
| 30D | -8.2% | +1.0% | -9.2% | -8.4% |
| 3M | -43.7% | +20.3% | -64.0% | -45.7% |
| 6M | +27.1% | -11.7% | +38.8% | +28.8% |
| YTD | +64.0% | -2.3% | +66.3% | +63.2% |
| 1Y | +75.2% | +20.0% | +55.2% | +67.4% |
| 3Y | +539.9% | +7.2% | +532.7% | +509.2% |
| 5Y | +2,133.0% | -37.9% | +2,170.9% | +2,363.1% |
| 10Y | +7,178.3% | +107.3% | +7,071.0% | +4,788.8% |
| All | +7,178.3% | +105.6% | +7,072.6% | +4,788.8% |
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