+227.8%
STRL vs D
+82.3%
+145.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.2% | -13.7% | -13.9% |
| 7D | -34.6% | +6.9% | -41.6% | -33.9% |
| 30D | -56.7% | +12.3% | -69.0% | -56.0% |
| 3M | -54.4% | +3.0% | -57.5% | -53.9% |
| 6M | -69.7% | +12.8% | -82.5% | -69.3% |
| YTD | -20.2% | +22.6% | -42.8% | -19.5% |
| 1Y | -40.6% | +21.7% | -62.2% | -40.0% |
| All | +227.8% | +82.3% | +145.6% | +195.9% |
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