+75.2%
STRL vs DG
+18.0%
+57.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.0% | +7.2% | +3.2% |
| 7D | +10.1% | -2.5% | +12.6% | +10.1% |
| 30D | -8.2% | +1.0% | -9.2% | -8.2% |
| 3M | -43.7% | +20.3% | -64.0% | -45.0% |
| 6M | +27.1% | -11.7% | +38.8% | +30.0% |
| YTD | +64.0% | -2.3% | +66.3% | +65.5% |
| 1Y | +75.2% | +20.0% | +55.2% | +68.9% |
| All | +75.2% | +18.0% | +57.2% | +68.9% |
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