+82.8%
DRI vs STLA
-74.6%
+157.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +1.1% | -13.8% | +14.8% | +4.2% |
| 30D | +9.7% | -10.5% | +20.2% | +12.0% |
| 3M | +3.2% | -28.9% | +32.0% | +10.1% |
| 6M | +20.6% | -49.7% | +70.3% | +38.1% |
| YTD | +28.3% | -64.9% | +93.2% | +57.4% |
| 1Y | +34.5% | -64.0% | +98.6% | +63.6% |
| 3Y | +66.5% | -77.4% | +144.0% | +122.3% |
| All | +82.8% | -74.6% | +157.3% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling