+6,906.6%
STRL vs DGX
+249.5%
+6,657.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -1.5% |
| 7D | +5.4% | -3.5% | +8.8% | +6.5% |
| 30D | -9.0% | -2.7% | -6.3% | -8.3% |
| 3M | -37.1% | +13.9% | -50.9% | -39.9% |
| 6M | +17.8% | +16.0% | +1.8% | +11.3% |
| YTD | +58.3% | +34.9% | +23.4% | +41.5% |
| 1Y | +61.0% | +30.6% | +30.5% | +45.2% |
| 3Y | +517.8% | +93.0% | +424.8% | +362.0% |
| 5Y | +2,119.0% | +64.4% | +2,054.6% | +1,644.5% |
| All | +6,906.6% | +249.5% | +6,657.2% | +3,936.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling