+937.9%
STRL vs DRI
+78.6%
+859.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.2% |
| 7D | +15.7% | +1.1% | +14.6% | +15.3% |
| 30D | -35.5% | +9.7% | -45.2% | -37.8% |
| 3M | -47.1% | +3.2% | -50.3% | -48.1% |
| 6M | -65.8% | +20.6% | -86.3% | -68.7% |
| YTD | -4.5% | +28.3% | -32.8% | -15.5% |
| 1Y | -10.5% | +34.5% | -45.0% | -22.6% |
| 3Y | +340.6% | +66.5% | +274.1% | +232.6% |
| All | +937.9% | +78.6% | +859.3% | +636.9% |
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