+784.6%
STRL vs DG
-34.7%
+819.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +3.4% |
| 7D | -26.9% | +1.1% | -28.0% | -26.8% |
| 30D | -52.7% | +9.5% | -62.2% | -52.7% |
| 3M | -52.8% | +5.5% | -58.3% | -52.8% |
| 6M | -71.5% | +16.1% | -87.6% | -71.6% |
| YTD | -17.4% | +2.7% | -20.1% | -17.4% |
| 1Y | -35.0% | +42.1% | -77.0% | -35.7% |
| 3Y | +239.2% | +19.3% | +220.0% | +242.3% |
| All | +784.6% | -34.7% | +819.3% | +880.5% |
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