+443.6%
STX vs DRI
+74.0%
+369.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -28.5% | +2.8% | -31.3% | -29.2% |
| 30D | -42.9% | +13.3% | -56.2% | -45.2% |
| 3M | -45.9% | +8.2% | -54.1% | -47.5% |
| 6M | -41.3% | +17.5% | -58.8% | -45.3% |
| YTD | +67.9% | +26.9% | +41.0% | +51.1% |
| 1Y | +66.5% | +31.6% | +35.0% | +47.5% |
| 3Y | +588.0% | +67.0% | +521.0% | +436.3% |
| All | +443.6% | +74.0% | +369.6% | +301.9% |
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