-25.9%
STRL vs DT
-5.1%
-20.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -0.5% | -20.9% | -21.6% |
| 7D | -27.1% | -25.5% | -1.5% | -32.1% |
| 30D | -45.8% | -22.3% | -23.5% | -48.9% |
| 3M | -47.6% | +2.3% | -50.0% | -45.8% |
| 6M | -46.4% | +20.7% | -67.2% | -41.4% |
| YTD | -7.4% | +7.9% | -15.3% | -0.9% |
| 1Y | -25.9% | -5.7% | -20.1% | -22.4% |
| All | -25.9% | -5.1% | -20.7% | -22.4% |
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