+11.3%
O vs STRL
-30.1%
+41.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -21.5% | +24.4% | +2.5% |
| 7D | +5.8% | -27.1% | +32.9% | +5.2% |
| 30D | +10.7% | -45.8% | +56.5% | +9.6% |
| 3M | -4.5% | -47.6% | +43.1% | -5.4% |
| 6M | -4.1% | -46.4% | +42.3% | -5.6% |
| YTD | +9.8% | -7.4% | +17.2% | +8.0% |
| 1Y | +11.3% | -25.9% | +37.2% | +9.9% |
| All | +11.3% | -30.1% | +41.4% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling