+7,282.2%
STRL vs DRI
+363.5%
+6,918.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.9% |
| 7D | +3.4% | +0.6% | +2.8% | +3.1% |
| 30D | -9.2% | +3.8% | -13.1% | -10.6% |
| 3M | -51.0% | +13.0% | -64.1% | -53.7% |
| 6M | +15.8% | +8.3% | +7.5% | +11.3% |
| YTD | +58.9% | +20.6% | +38.2% | +46.0% |
| 1Y | +68.5% | +6.5% | +62.1% | +61.2% |
| 3Y | +485.2% | +53.7% | +431.5% | +380.8% |
| 5Y | +2,005.1% | +72.7% | +1,932.4% | +1,533.5% |
| All | +7,282.2% | +363.5% | +6,918.7% | +4,473.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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