+68.5%
STRL vs DTE
+3.0%
+65.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.5% |
| 7D | +3.4% | +0.2% | +3.2% | +3.4% |
| 30D | -9.2% | -2.6% | -6.7% | -9.9% |
| 3M | -51.0% | -3.9% | -47.1% | -51.9% |
| 6M | +15.8% | -7.9% | +23.7% | +14.7% |
| YTD | +58.9% | +7.2% | +51.7% | +41.7% |
| 1Y | +68.5% | +3.1% | +65.4% | +58.2% |
| All | +68.5% | +3.0% | +65.5% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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