+673.8%
STX vs DRI
+68.2%
+605.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.1% |
| 7D | +14.6% | +1.1% | +13.5% | +14.5% |
| 30D | -26.0% | +9.7% | -35.7% | -26.9% |
| 3M | -42.6% | +3.2% | -45.8% | -42.8% |
| 6M | -35.3% | +20.6% | -55.8% | -37.9% |
| YTD | +92.5% | +28.3% | +64.2% | +81.0% |
| 1Y | +102.4% | +34.5% | +67.9% | +88.0% |
| 3Y | +673.8% | +66.5% | +607.3% | +597.5% |
| All | +673.8% | +68.2% | +605.6% | +597.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling