+3,667.9%
STRL vs DG
+105.2%
+3,562.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.0% |
| 7D | +15.7% | +0.3% | +15.4% | +15.6% |
| 30D | -35.5% | +3.2% | -38.7% | -36.0% |
| 3M | -47.1% | +10.4% | -57.6% | -48.2% |
| 6M | -65.8% | +33.2% | -98.9% | -67.7% |
| YTD | -4.5% | +3.0% | -7.5% | -6.2% |
| 1Y | -10.5% | +31.2% | -41.7% | -15.8% |
| 3Y | +340.6% | +21.8% | +318.8% | +306.7% |
| 5Y | +911.0% | -35.0% | +946.0% | +1,005.7% |
| All | +3,667.9% | +105.2% | +3,562.7% | +2,548.8% |
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