+19,359.6%
STRL vs DD
+1,187.5%
+18,172.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.6% |
| 7D | +3.4% | -3.5% | +6.9% | +4.8% |
| 30D | -9.2% | -10.3% | +1.1% | -5.2% |
| 3M | -51.0% | -7.5% | -43.5% | -49.4% |
| 6M | +15.8% | -8.0% | +23.8% | +21.8% |
| YTD | +58.9% | +10.5% | +48.4% | +55.8% |
| 1Y | +68.5% | +38.3% | +30.2% | +52.3% |
| 3Y | +485.2% | +42.5% | +442.7% | +415.9% |
| 5Y | +2,005.1% | +60.2% | +1,944.9% | +1,675.3% |
| 10Y | +7,118.0% | +68.9% | +7,049.1% | +5,737.7% |
| All | +19,359.6% | +1,187.5% | +18,172.1% | +12,323.9% |
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