-10.8%
DOW vs STRL
+3,613.7%
-3,624.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.8% | -4.2% |
| 7D | -2.4% | +3.4% | -5.8% | -3.1% |
| 30D | +0.4% | -9.2% | +9.6% | +1.9% |
| 3M | -14.4% | -51.0% | +36.6% | -3.2% |
| 6M | -7.0% | +15.8% | -22.7% | -18.5% |
| YTD | +30.2% | +58.9% | -28.7% | +3.6% |
| 1Y | +29.2% | +68.5% | -39.3% | -1.3% |
| 3Y | -36.7% | +485.2% | -521.9% | -71.2% |
| 5Y | -37.7% | +2,005.1% | -2,042.8% | -84.2% |
| All | -10.8% | +3,613.7% | -3,624.5% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 all: compounded portfolio wealth divided by compounded STRL 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…
all analysis · Full analysis span regression · 6 months rolling