+357.9%
STRL vs DTE
+57.1%
+300.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.9% |
| 7D | +7.1% | +1.6% | +5.5% | +7.1% |
| 30D | -39.4% | +9.1% | -48.5% | -39.2% |
| 3M | -43.0% | +2.4% | -45.4% | -42.9% |
| 6M | -65.0% | -0.2% | -64.8% | -65.1% |
| YTD | -0.8% | +11.0% | -11.8% | -3.2% |
| 1Y | -20.3% | +3.4% | -23.7% | -21.4% |
| All | +357.9% | +57.1% | +300.8% | +304.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling