+4,006.3%
STRL vs DT
+97.2%
+3,909.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.3% | +3.8% |
| 7D | +10.1% | -4.9% | +15.0% | +11.0% |
| 30D | -8.2% | +2.7% | -10.9% | -8.9% |
| 3M | -43.7% | +20.0% | -63.7% | -46.1% |
| 6M | +27.1% | +28.0% | -0.9% | +18.5% |
| YTD | +64.0% | +16.0% | +48.0% | +55.5% |
| 1Y | +75.2% | +0.7% | +74.4% | +71.4% |
| 3Y | +539.9% | +6.2% | +533.7% | +513.8% |
| 5Y | +2,133.0% | -28.1% | +2,161.1% | +2,125.7% |
| All | +4,006.3% | +97.2% | +3,909.1% | +2,880.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling