+504.0%
STRL vs DD
+43.0%
+461.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.5% |
| 7D | +3.4% | -3.5% | +6.9% | +6.3% |
| 30D | -9.2% | -10.3% | +1.1% | -1.3% |
| 3M | -51.0% | -7.5% | -43.5% | -47.9% |
| 6M | +15.8% | -8.0% | +23.8% | +25.4% |
| YTD | +58.9% | +10.5% | +48.4% | +56.2% |
| 1Y | +68.5% | +38.3% | +30.2% | +47.5% |
| All | +504.0% | +43.0% | +461.1% | +419.7% |
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