+68.5%
STRL vs DD
+41.5%
+27.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.3% |
| 7D | +3.4% | -3.5% | +6.9% | +8.3% |
| 30D | -9.2% | -10.3% | +1.1% | +4.5% |
| 3M | -51.0% | -7.5% | -43.5% | -45.9% |
| 6M | +15.8% | -8.0% | +23.8% | +28.0% |
| YTD | +58.9% | +10.5% | +48.4% | +55.4% |
| 1Y | +68.5% | +38.3% | +30.2% | +36.4% |
| All | +68.5% | +41.5% | +27.0% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling