+25,010.0%
STRL vs DHI
+12,556.3%
+12,453.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.2% | +4.0% |
| 7D | +10.1% | -2.0% | +12.1% | +10.6% |
| 30D | -8.2% | -8.3% | +0.1% | -6.4% |
| 3M | -43.7% | -3.7% | -40.0% | -43.6% |
| 6M | +27.1% | -5.4% | +32.5% | +28.4% |
| YTD | +64.0% | -3.0% | +67.0% | +64.1% |
| 1Y | +75.2% | -23.8% | +99.0% | +85.1% |
| 3Y | +539.9% | +21.8% | +518.1% | +488.6% |
| 5Y | +2,133.0% | +59.6% | +2,073.4% | +1,799.7% |
| 10Y | +7,178.3% | +391.2% | +6,787.1% | +4,592.8% |
| All | +25,010.0% | +12,556.3% | +12,453.7% | +10,155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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