+340.6%
STRL vs DD
+88.8%
+251.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.6% |
| 7D | +15.7% | +5.0% | +10.7% | +11.5% |
| 30D | -35.5% | +19.7% | -55.2% | -43.4% |
| 3M | -47.1% | +7.2% | -54.3% | -49.4% |
| 6M | -65.8% | +1.0% | -66.8% | -65.7% |
| YTD | -4.5% | +29.1% | -33.6% | -16.0% |
| 1Y | -10.5% | +28.5% | -39.0% | -21.1% |
| 3Y | +340.6% | +89.4% | +251.2% | +218.3% |
| All | +340.6% | +88.8% | +251.8% | +218.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling