+2,022.6%
STRL vs DG
-35.0%
+2,057.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +5.7% |
| 7D | +3.4% | +8.4% | -5.0% | +3.2% |
| 30D | -9.2% | +4.9% | -14.2% | -9.3% |
| 3M | -51.0% | +29.3% | -80.4% | -51.6% |
| 6M | +15.8% | -11.3% | +27.0% | +16.3% |
| YTD | +58.9% | +1.8% | +57.1% | +58.7% |
| 1Y | +68.5% | +25.3% | +43.2% | +66.8% |
| 3Y | +485.2% | +9.1% | +476.1% | +498.5% |
| All | +2,022.6% | -35.0% | +2,057.5% | +2,243.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling