-24.7%
STRL vs DT
-8.6%
-16.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.6% |
| 7D | -19.8% | -7.5% | -12.3% | -21.3% |
| 30D | -43.6% | -31.5% | -12.0% | -48.3% |
| 3M | -45.2% | -14.0% | -31.2% | -45.9% |
| 6M | -65.7% | +6.9% | -72.6% | -63.8% |
| YTD | -5.4% | +0.3% | -5.8% | +1.5% |
| 1Y | -24.7% | -6.9% | -17.8% | -18.1% |
| All | -24.7% | -8.6% | -16.0% | -18.1% |
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