-24.4%
STRL vs DT
-7.6%
-16.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.2% | +13.8% | +15.2% |
| 7D | -13.3% | -20.2% | +6.9% | -17.7% |
| 30D | -43.3% | -30.8% | -12.6% | -48.0% |
| 3M | -46.9% | -10.2% | -36.7% | -46.9% |
| 6M | -65.6% | +8.0% | -73.6% | -63.6% |
| YTD | -5.1% | +1.5% | -6.5% | +2.1% |
| All | -24.4% | -7.6% | -16.8% | -17.6% |
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