-20.3%
STRL vs DRI
+36.0%
-56.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +5.0% |
| 7D | +7.1% | -0.7% | +7.8% | +6.9% |
| 30D | -39.4% | +14.7% | -54.1% | -38.8% |
| 3M | -43.0% | +5.4% | -48.4% | -42.4% |
| 6M | -65.0% | +18.8% | -83.8% | -65.2% |
| YTD | -0.8% | +28.4% | -29.1% | -3.6% |
| 1Y | -20.3% | +37.7% | -58.0% | -24.3% |
| All | -20.3% | +36.0% | -56.3% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling