+1,665.9%
STRL vs DG
+628.1%
+1,037.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.2% | +12.8% | +14.6% |
| 7D | -13.3% | +0.7% | -14.0% | -13.8% |
| 30D | -43.3% | +7.4% | -50.8% | -44.5% |
| 3M | -46.9% | +8.5% | -55.4% | -48.2% |
| 6M | -65.6% | +21.9% | -87.5% | -67.6% |
| YTD | -5.1% | +4.9% | -10.0% | -7.9% |
| 1Y | -23.1% | +40.4% | -63.5% | -30.2% |
| 3Y | +346.8% | +23.5% | +323.4% | +298.6% |
| 5Y | +907.2% | -32.3% | +939.5% | +947.7% |
| 10Y | +3,988.2% | +119.3% | +3,868.9% | +2,720.2% |
| All | +1,665.9% | +628.1% | +1,037.8% | +586.3% |
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