+11,595.6%
STRL vs DTE
+2,890.6%
+8,705.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.2% |
| 7D | +15.7% | +3.4% | +12.2% | +14.4% |
| 30D | -35.5% | +8.9% | -44.4% | -37.6% |
| 3M | -47.1% | +1.1% | -48.2% | -47.5% |
| 6M | -65.8% | +0.1% | -65.9% | -66.1% |
| YTD | -4.5% | +11.1% | -15.6% | -9.3% |
| 1Y | -10.5% | +4.9% | -15.4% | -13.1% |
| 3Y | +340.6% | +58.6% | +282.0% | +260.0% |
| 5Y | +911.0% | +47.3% | +863.8% | +741.6% |
| 10Y | +3,727.1% | +151.3% | +3,575.8% | +2,507.6% |
| All | +11,595.6% | +2,890.6% | +8,705.0% | +4,825.4% |
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