+61.0%
STRL vs DTE
+2.7%
+58.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.4% |
| 7D | +5.4% | -2.0% | +7.4% | +4.8% |
| 30D | -9.0% | -2.4% | -6.6% | -9.5% |
| 3M | -37.1% | -7.3% | -29.8% | -38.8% |
| 6M | +17.8% | -7.6% | +25.5% | +15.2% |
| YTD | +58.3% | +5.8% | +52.5% | +40.7% |
| 1Y | +61.0% | +2.3% | +58.7% | +53.9% |
| All | +61.0% | +2.7% | +58.3% | +53.9% |
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