+7,161.0%
STRL vs DECK
+718.3%
+6,442.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +5.2% |
| 7D | +3.4% | -2.2% | +5.6% | +4.2% |
| 30D | -9.2% | -13.6% | +4.4% | -5.0% |
| 3M | -51.0% | -21.2% | -29.8% | -47.9% |
| 6M | +15.8% | -21.1% | +36.9% | +23.2% |
| YTD | +58.9% | -17.2% | +76.1% | +64.0% |
| 1Y | +68.5% | -30.7% | +99.3% | +83.0% |
| 3Y | +485.2% | -3.4% | +488.6% | +434.2% |
| 5Y | +2,005.1% | +25.5% | +1,979.6% | +1,579.4% |
| All | +7,161.0% | +718.3% | +6,442.8% | +3,617.6% |
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