-24.4%
STRL vs DG
+40.4%
-64.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.2% | +12.8% | +15.4% |
| 7D | -13.3% | +0.7% | -14.0% | -12.3% |
| 30D | -43.3% | +7.4% | -50.8% | -42.2% |
| 3M | -46.9% | +8.5% | -55.4% | -45.8% |
| 6M | -65.6% | +21.9% | -87.5% | -65.2% |
| YTD | -5.1% | +4.9% | -10.0% | -2.6% |
| All | -24.4% | +40.4% | -64.8% | -26.2% |
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