+340.6%
STRL vs DT
-11.4%
+352.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -3.0% |
| 7D | +15.7% | +3.1% | +12.5% | +15.3% |
| 30D | -35.5% | -29.5% | -5.9% | -33.4% |
| 3M | -47.1% | -11.7% | -35.4% | -46.6% |
| 6M | -65.8% | +29.0% | -94.8% | -67.8% |
| YTD | -4.5% | +3.4% | -7.9% | -5.3% |
| 1Y | -10.5% | -4.2% | -6.2% | -8.5% |
| 3Y | +340.6% | -12.8% | +353.5% | +354.5% |
| All | +340.6% | -11.4% | +352.0% | +354.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling