+68.5%
STRL vs DT
+4.0%
+64.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +5.4% |
| 7D | +3.4% | -3.3% | +6.7% | +2.6% |
| 30D | -9.2% | +2.0% | -11.3% | -8.4% |
| 3M | -51.0% | +20.0% | -71.0% | -48.2% |
| 6M | +15.8% | +39.3% | -23.5% | +26.2% |
| YTD | +58.9% | +19.8% | +39.1% | +75.0% |
| 1Y | +68.5% | +4.3% | +64.2% | +90.9% |
| All | +68.5% | +4.0% | +64.5% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling