+2,022.6%
STRL vs DT
-27.0%
+2,049.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.0% |
| 7D | +3.4% | -3.3% | +6.7% | +4.0% |
| 30D | -9.2% | +2.0% | -11.3% | -9.7% |
| 3M | -51.0% | +20.0% | -71.0% | -53.0% |
| 6M | +15.8% | +39.3% | -23.5% | +6.1% |
| YTD | +58.9% | +19.8% | +39.1% | +50.6% |
| 1Y | +68.5% | +4.3% | +64.2% | +65.4% |
| 3Y | +485.2% | +7.7% | +477.5% | +464.5% |
| All | +2,022.6% | -27.0% | +2,049.5% | +2,099.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling