+346.8%
STRL vs D
+71.1%
+275.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.5% | +15.5% | +14.9% |
| 7D | -13.3% | +0.8% | -14.1% | -12.9% |
| 30D | -43.3% | +10.7% | -54.0% | -42.6% |
| 3M | -46.9% | +2.3% | -49.2% | -46.4% |
| 6M | -65.6% | +12.5% | -78.1% | -65.3% |
| YTD | -5.1% | +20.1% | -25.2% | -4.4% |
| 1Y | -23.1% | +15.6% | -38.6% | -22.4% |
| 3Y | +346.8% | +75.2% | +271.7% | +304.9% |
| All | +346.8% | +71.1% | +275.8% | +304.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling