+335.0%
STRL vs COO
-22.2%
+357.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -19.8% | +4.5% | -24.3% | -20.2% |
| 30D | -43.6% | +16.9% | -60.5% | -44.9% |
| 3M | -45.2% | -16.7% | -28.5% | -43.7% |
| 6M | -65.7% | +5.9% | -71.7% | -66.9% |
| YTD | -5.4% | -22.4% | +17.0% | -0.3% |
| 1Y | -24.7% | -10.1% | -14.6% | -23.9% |
| 3Y | +335.0% | -22.8% | +357.8% | +329.4% |
| All | +335.0% | -22.2% | +357.2% | +329.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling