+40,867.6%
STRL vs DGX
+8,858.2%
+32,009.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.0% |
| 7D | +3.4% | -2.3% | +5.7% | +3.9% |
| 30D | -9.2% | +0.6% | -9.8% | -9.4% |
| 3M | -51.0% | +21.4% | -72.5% | -53.4% |
| 6M | +15.8% | +14.7% | +1.0% | +11.4% |
| YTD | +58.9% | +38.4% | +20.4% | +46.0% |
| 1Y | +68.5% | +34.0% | +34.5% | +55.8% |
| 3Y | +485.2% | +92.7% | +392.5% | +389.0% |
| 5Y | +2,005.1% | +67.7% | +1,937.4% | +1,704.9% |
| 10Y | +7,118.0% | +248.0% | +6,869.9% | +5,091.0% |
| All | +40,867.6% | +8,858.2% | +32,009.4% | +17,455.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling