+19,359.6%
STRL vs DTE
+2,786.3%
+16,573.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.0% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | -9.2% | -2.6% | -6.7% | -8.3% |
| 3M | -51.0% | -3.9% | -47.1% | -50.6% |
| 6M | +15.8% | -7.9% | +23.7% | +18.2% |
| YTD | +58.9% | +7.2% | +51.7% | +53.2% |
| 1Y | +68.5% | +3.1% | +65.4% | +65.0% |
| 3Y | +485.2% | +47.6% | +437.6% | +391.2% |
| 5Y | +2,005.1% | +32.7% | +1,972.4% | +1,725.1% |
| 10Y | +7,118.0% | +138.8% | +6,979.2% | +4,908.9% |
| All | +19,359.6% | +2,786.3% | +16,573.3% | +8,219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling