+2,276.7%
STRL vs DT
+72.4%
+2,204.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.2% | +13.8% | +14.7% |
| 7D | -13.3% | -20.2% | +6.9% | -10.0% |
| 30D | -43.3% | -30.8% | -12.6% | -39.6% |
| 3M | -46.9% | -10.2% | -36.7% | -46.2% |
| 6M | -65.6% | +8.0% | -73.6% | -66.7% |
| YTD | -5.1% | +1.5% | -6.5% | -8.1% |
| 1Y | -23.1% | -6.9% | -16.2% | -24.0% |
| 3Y | +346.8% | -10.9% | +357.7% | +342.0% |
| 5Y | +907.2% | -42.2% | +949.3% | +944.1% |
| All | +2,276.7% | +72.4% | +2,204.3% | +1,660.8% |
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