+123.8%
STX vs DRI
+34.0%
+89.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.1% | -13.2% | -7.3% |
| 7D | -20.2% | +6.5% | -26.7% | -19.4% |
| 30D | -37.2% | +16.4% | -53.6% | -36.1% |
| 3M | -34.1% | +13.6% | -47.7% | -32.7% |
| 6M | -24.5% | +22.0% | -46.5% | -24.6% |
| YTD | +102.9% | +29.3% | +73.6% | +94.9% |
| 1Y | +123.8% | +32.0% | +91.8% | +114.0% |
| All | +123.8% | +34.0% | +89.8% | +114.0% |
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 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