+504.0%
STRL vs DG
+9.1%
+495.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +5.8% |
| 7D | +3.4% | +8.4% | -5.0% | +3.7% |
| 30D | -9.2% | +4.9% | -14.2% | -9.1% |
| 3M | -51.0% | +29.3% | -80.4% | -50.9% |
| 6M | +15.8% | -11.3% | +27.0% | +15.8% |
| YTD | +58.9% | +1.8% | +57.1% | +59.4% |
| 1Y | +68.5% | +25.3% | +43.2% | +69.9% |
| All | +504.0% | +9.1% | +495.0% | +596.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling