+7,178.3%
STRL vs DD
+69.4%
+7,108.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.4% |
| 7D | +10.1% | -0.6% | +10.7% | +10.5% |
| 30D | -8.2% | -7.4% | -0.8% | -3.3% |
| 3M | -43.7% | -6.4% | -37.3% | -41.1% |
| 6M | +27.1% | -2.5% | +29.6% | +33.0% |
| YTD | +64.0% | +10.2% | +53.8% | +58.7% |
| 1Y | +75.2% | +36.9% | +38.2% | +48.6% |
| 3Y | +539.9% | +47.0% | +492.9% | +402.4% |
| 5Y | +2,133.0% | +63.1% | +2,069.8% | +1,511.6% |
| 10Y | +7,178.3% | +68.2% | +7,110.1% | +4,385.5% |
| All | +7,178.3% | +69.4% | +7,108.9% | +4,385.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling