+784.6%
STRL vs DRI
+74.0%
+710.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | -26.9% | +2.8% | -29.7% | -27.9% |
| 30D | -52.7% | +13.3% | -65.9% | -55.0% |
| 3M | -52.8% | +8.2% | -61.0% | -54.6% |
| 6M | -71.5% | +17.5% | -89.0% | -73.7% |
| YTD | -17.4% | +26.9% | -44.4% | -26.8% |
| 1Y | -35.0% | +31.6% | -66.5% | -43.4% |
| 3Y | +239.2% | +67.0% | +172.3% | +154.9% |
| All | +784.6% | +74.0% | +710.6% | +543.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling