+2,855.6%
STRL vs DG
+606.1%
+2,249.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +5.5% |
| 7D | +3.4% | +8.4% | -5.0% | +1.7% |
| 30D | -9.2% | +4.9% | -14.2% | -10.2% |
| 3M | -51.0% | +29.3% | -80.4% | -54.0% |
| 6M | +15.8% | -11.3% | +27.0% | +17.6% |
| YTD | +58.9% | +1.8% | +57.1% | +56.4% |
| 1Y | +68.5% | +25.3% | +43.2% | +57.7% |
| 3Y | +485.2% | +9.1% | +476.1% | +442.7% |
| 5Y | +2,005.1% | -34.9% | +2,040.0% | +2,126.1% |
| 10Y | +7,118.0% | +108.2% | +7,009.8% | +4,981.0% |
| All | +2,855.6% | +606.1% | +2,249.5% | +1,065.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling