+1,019.5%
STX vs DRI
+72.9%
+946.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +6.5% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | +1.4% | +3.8% | -2.5% | -0.1% |
| 3M | -8.2% | +13.0% | -21.2% | -13.2% |
| 6M | +127.0% | +8.3% | +118.7% | +117.9% |
| YTD | +209.1% | +20.6% | +188.5% | +183.4% |
| 1Y | +365.4% | +6.5% | +359.0% | +346.9% |
| 3Y | +1,135.4% | +53.7% | +1,081.7% | +896.0% |
| All | +1,019.5% | +72.9% | +946.6% | +724.6% |
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