+354.0%
DRI vs STLA
+48.0%
+306.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -0.9% |
| 7D | -1.2% | +0.7% | -2.0% | -1.5% |
| 30D | -0.4% | -2.4% | +2.0% | 0.0% |
| 3M | +9.5% | -23.9% | +33.4% | +18.4% |
| 6M | +6.5% | -24.6% | +31.1% | +14.5% |
| YTD | +18.4% | -50.5% | +68.9% | +43.7% |
| 1Y | +4.2% | -39.8% | +44.1% | +16.1% |
| 3Y | +57.1% | -65.6% | +122.7% | +102.7% |
| 5Y | +70.4% | -62.1% | +132.5% | +102.5% |
| 10Y | +354.0% | +47.8% | +306.3% | +256.5% |
| All | +354.0% | +48.0% | +306.0% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STLA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling