+504.0%
STRL vs DRI
+53.9%
+450.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.9% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | -9.2% | +3.8% | -13.1% | -10.2% |
| 3M | -51.0% | +13.0% | -64.1% | -53.3% |
| 6M | +15.8% | +8.3% | +7.5% | +12.0% |
| YTD | +58.9% | +20.6% | +38.2% | +47.0% |
| 1Y | +68.5% | +6.5% | +62.1% | +62.8% |
| All | +504.0% | +53.9% | +450.2% | +359.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling