-47.6%
STRL vs D
+2.9%
-50.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.4% | -25.9% | -15.0% |
| 7D | -27.1% | +8.5% | -35.6% | -19.3% |
| 30D | -45.8% | +14.3% | -60.1% | -41.1% |
| 3M | -47.6% | +1.8% | -49.4% | -37.1% |
| All | -47.6% | +2.9% | -50.5% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3mo: compounded portfolio wealth divided by compounded D 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…
3mo analysis · Full analysis span regression · Available span rolling