+871.7%
DRI vs STLA
+263.8%
+607.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +0.6% | +2.6% | -2.0% | 0.0% |
| 30D | +3.8% | -1.2% | +5.1% | +3.9% |
| 3M | +13.0% | -24.8% | +37.8% | +19.3% |
| 6M | +8.3% | -25.6% | +33.9% | +14.0% |
| YTD | +20.6% | -48.9% | +69.6% | +36.1% |
| 1Y | +6.5% | -38.8% | +45.2% | +14.4% |
| 3Y | +53.7% | -64.5% | +118.2% | +80.8% |
| 5Y | +72.7% | -62.4% | +135.1% | +96.4% |
| 10Y | +363.2% | +55.4% | +307.8% | +319.4% |
| All | +871.7% | +263.8% | +607.9% | +756.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling