+3,877.8%
STRL vs DT
+103.5%
+3,774.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.1% |
| 7D | +3.4% | -3.3% | +6.7% | +4.0% |
| 30D | -9.2% | +2.0% | -11.3% | -9.8% |
| 3M | -51.0% | +20.0% | -71.0% | -53.1% |
| 6M | +15.8% | +39.3% | -23.5% | +6.0% |
| YTD | +58.9% | +19.8% | +39.1% | +49.8% |
| 1Y | +68.5% | +4.3% | +64.2% | +63.9% |
| 3Y | +485.2% | +7.7% | +477.5% | +460.3% |
| 5Y | +2,005.1% | -26.8% | +2,031.9% | +1,992.5% |
| All | +3,877.8% | +103.5% | +3,774.3% | +2,770.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling