+3,877.5%
STRL vs DRI
+343.2%
+3,534.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -19.8% | +4.2% | -24.0% | -21.3% |
| 30D | -43.6% | +15.7% | -59.2% | -46.8% |
| 3M | -45.2% | +5.8% | -51.0% | -46.8% |
| 6M | -65.7% | +18.4% | -84.2% | -68.4% |
| YTD | -5.4% | +28.2% | -33.6% | -15.7% |
| 1Y | -24.7% | +35.9% | -60.6% | -34.4% |
| 3Y | +335.0% | +67.7% | +267.3% | +243.5% |
| 5Y | +915.3% | +77.9% | +837.4% | +674.1% |
| 10Y | +3,877.5% | +338.7% | +3,538.8% | +2,349.1% |
| All | +3,877.5% | +343.2% | +3,534.2% | +2,349.1% |
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