+15,467.7%
STRL vs DRI
+7,577.6%
+7,890.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.4% |
| 3M | -51.0% | +13.0% | -64.1% | -53.2% |
| 6M | +15.8% | +8.3% | +7.5% | +12.1% |
| YTD | +58.9% | +20.6% | +38.2% | +48.3% |
| 1Y | +68.5% | +6.5% | +62.1% | +62.6% |
| 3Y | +485.2% | +53.7% | +431.5% | +400.8% |
| 5Y | +2,005.1% | +72.7% | +1,932.4% | +1,624.7% |
| 10Y | +7,118.0% | +363.2% | +6,754.8% | +4,111.4% |
| All | +15,467.7% | +7,577.6% | +7,890.0% | +5,977.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling