+784.6%
STRL vs COO
-41.6%
+826.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.8% |
| 7D | -26.9% | +4.7% | -31.6% | -27.9% |
| 30D | -52.7% | +13.9% | -66.6% | -54.4% |
| 3M | -52.8% | -14.9% | -37.9% | -51.3% |
| 6M | -71.5% | +2.0% | -73.5% | -72.5% |
| YTD | -17.4% | -23.9% | +6.5% | -12.1% |
| 1Y | -35.0% | -9.6% | -25.3% | -34.8% |
| 3Y | +239.2% | -25.4% | +264.7% | +248.9% |
| All | +784.6% | -41.6% | +826.2% | +890.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling