+67.0%
DRI vs STLA
-74.0%
+141.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +2.8% | -4.5% | +7.3% | +3.4% |
| 30D | +13.3% | -3.9% | +17.2% | +13.7% |
| 3M | +8.2% | -20.2% | +28.4% | +11.0% |
| 6M | +17.5% | -42.2% | +59.7% | +25.6% |
| YTD | +26.9% | -59.3% | +86.2% | +41.8% |
| 1Y | +31.6% | -56.1% | +87.6% | +44.7% |
| 3Y | +67.0% | -73.7% | +140.6% | +97.4% |
| All | +67.0% | -74.0% | +141.0% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling