+239.2%
STRL vs DKS
+31.1%
+208.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | -26.9% | -2.1% | -24.8% | -26.8% |
| 30D | -52.7% | +7.3% | -60.0% | -54.2% |
| 3M | -52.8% | -28.4% | -24.4% | -49.0% |
| 6M | -71.5% | -36.9% | -34.6% | -67.9% |
| YTD | -17.4% | -27.3% | +9.9% | -12.4% |
| 1Y | -35.0% | -33.2% | -1.7% | -28.9% |
| 3Y | +239.2% | +32.2% | +207.1% | +182.9% |
| All | +239.2% | +31.1% | +208.1% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 3y: compounded portfolio wealth divided by compounded DKS 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…
3y analysis · Full analysis span regression · 6 months rolling