+9,673.6%
STRL vs D
+2,179.4%
+7,494.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.2% | -13.7% | -13.8% |
| 7D | -34.6% | +6.9% | -41.6% | -36.2% |
| 30D | -56.7% | +12.3% | -69.0% | -58.5% |
| 3M | -54.4% | +3.0% | -57.5% | -55.1% |
| 6M | -69.7% | +12.8% | -82.5% | -71.3% |
| YTD | -20.2% | +22.6% | -42.8% | -26.4% |
| 1Y | -40.6% | +21.7% | -62.2% | -45.1% |
| 3Y | +221.7% | +83.9% | +137.7% | +152.6% |
| 5Y | +799.0% | +14.0% | +785.0% | +720.3% |
| 10Y | +3,451.5% | +45.6% | +3,405.9% | +2,833.2% |
| All | +9,673.6% | +2,179.4% | +7,494.2% | +4,721.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling