+3,621.5%
STX vs DRI
+348.4%
+3,273.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | +9.6% | -4.8% | +14.4% | +11.0% |
| 30D | +10.6% | -3.9% | +14.5% | +11.6% |
| 3M | +4.8% | +5.1% | -0.3% | +2.6% |
| 6M | +137.3% | +5.5% | +131.7% | +131.6% |
| YTD | +222.5% | +16.5% | +206.0% | +205.8% |
| 1Y | +366.2% | +2.0% | +364.2% | +357.4% |
| 3Y | +1,352.9% | +54.5% | +1,298.4% | +1,156.2% |
| 5Y | +1,077.4% | +66.6% | +1,010.9% | +888.7% |
| 10Y | +3,621.5% | +353.6% | +3,267.9% | +2,425.8% |
| All | +3,621.5% | +348.4% | +3,273.1% | +2,425.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling