+19,359.6%
STRL vs COO
+4,128.3%
+15,231.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.2% | +5.9% |
| 7D | +3.4% | -2.2% | +5.6% | +3.6% |
| 30D | -9.2% | -7.0% | -2.2% | -8.6% |
| 3M | -51.0% | +12.2% | -63.3% | -51.9% |
| 6M | +15.8% | -15.1% | +30.9% | +17.4% |
| YTD | +58.9% | -15.1% | +74.0% | +61.1% |
| 1Y | +68.5% | +2.3% | +66.2% | +67.1% |
| 3Y | +485.2% | -23.7% | +508.9% | +495.7% |
| 5Y | +2,005.1% | -38.9% | +2,044.0% | +2,087.0% |
| 10Y | +7,118.0% | +49.9% | +7,068.0% | +6,737.7% |
| All | +19,359.6% | +4,128.3% | +15,231.3% | +14,858.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling