+504.0%
STRL vs COO
-23.4%
+527.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.2% | +6.0% |
| 7D | +3.4% | -2.2% | +5.6% | +3.7% |
| 30D | -9.2% | -7.0% | -2.2% | -8.3% |
| 3M | -51.0% | +12.2% | -63.3% | -52.8% |
| 6M | +15.8% | -15.1% | +30.9% | +20.3% |
| YTD | +58.9% | -15.1% | +74.0% | +65.0% |
| 1Y | +68.5% | +2.3% | +66.2% | +66.0% |
| All | +504.0% | -23.4% | +527.5% | +522.4% |
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