+317.9%
DRI vs STLA
-3.1%
+321.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +1.5% |
| 7D | -0.3% | -13.1% | +12.7% | +4.1% |
| 30D | +10.8% | -13.3% | +24.1% | +15.4% |
| 3M | +0.9% | -27.9% | +28.8% | +10.7% |
| 6M | +16.3% | -47.8% | +64.2% | +40.7% |
| YTD | +27.8% | -64.6% | +92.3% | +71.8% |
| 1Y | +33.9% | -64.0% | +97.8% | +78.3% |
| 3Y | +67.2% | -76.8% | +144.0% | +146.8% |
| 5Y | +79.0% | -74.2% | +153.2% | +141.3% |
| All | +317.9% | -3.1% | +321.0% | +227.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling