+3,541.4%
STRL vs DECK
+885.7%
+2,655.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.5% | -12.3% | -13.4% |
| 7D | -34.6% | +6.0% | -40.6% | -36.2% |
| 30D | -56.7% | +7.4% | -64.1% | -57.9% |
| 3M | -54.4% | -11.7% | -42.8% | -53.0% |
| 6M | -69.7% | -11.0% | -58.7% | -69.3% |
| YTD | -20.2% | -15.4% | -4.8% | -18.8% |
| 1Y | -40.6% | +7.2% | -47.8% | -44.7% |
| 3Y | +221.7% | -11.8% | +233.5% | +203.9% |
| 5Y | +799.0% | +24.3% | +774.6% | +618.4% |
| All | +3,541.4% | +885.7% | +2,655.8% | +1,785.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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