+9,673.6%
STRL vs COO
+3,758.8%
+5,914.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.4% | -12.4% | -13.7% |
| 7D | -34.6% | +5.3% | -39.9% | -35.1% |
| 30D | -56.7% | +12.5% | -69.2% | -57.3% |
| 3M | -54.4% | -15.1% | -39.3% | -53.8% |
| 6M | -69.7% | +3.7% | -73.4% | -70.1% |
| YTD | -20.2% | -22.5% | +2.3% | -18.6% |
| 1Y | -40.6% | -7.8% | -32.8% | -40.6% |
| 3Y | +221.7% | -24.1% | +245.8% | +226.3% |
| 5Y | +799.0% | -40.1% | +839.1% | +832.4% |
| 10Y | +3,451.5% | +44.7% | +3,406.8% | +3,265.6% |
| All | +9,673.6% | +3,758.8% | +5,914.8% | +7,455.2% |
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