+10,012.8%
STRL vs DD
+1,333.6%
+8,679.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | -26.9% | +4.6% | -31.5% | -27.9% |
| 30D | -52.7% | +11.8% | -64.4% | -54.5% |
| 3M | -52.8% | +2.2% | -55.0% | -53.0% |
| 6M | -71.5% | -1.6% | -69.8% | -71.1% |
| YTD | -17.4% | +23.0% | -40.4% | -22.0% |
| 1Y | -35.0% | +26.9% | -61.9% | -39.3% |
| 3Y | +239.2% | +77.9% | +161.3% | +176.7% |
| 5Y | +830.2% | +59.9% | +770.3% | +685.2% |
| 10Y | +3,574.7% | +90.1% | +3,484.7% | +2,751.5% |
| All | +10,012.8% | +1,333.6% | +8,679.2% | +6,116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling