+69.7%
STRL vs COO
+0.2%
+69.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.2% | +5.6% |
| 7D | +3.4% | -2.2% | +5.6% | +3.2% |
| 30D | -9.2% | -7.0% | -2.2% | -9.7% |
| 3M | -51.0% | +12.2% | -63.3% | -52.3% |
| 6M | +15.8% | -15.1% | +30.9% | +24.1% |
| YTD | +58.9% | -15.1% | +74.0% | +70.4% |
| All | +69.7% | +0.2% | +69.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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