+944.4%
STRL vs DECK
+31.2%
+913.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.0% | -27.4% | -23.2% |
| 7D | -27.1% | +10.4% | -37.4% | -29.7% |
| 30D | -45.8% | +11.1% | -56.9% | -47.8% |
| 3M | -47.6% | -10.8% | -36.9% | -46.2% |
| 6M | -46.4% | -8.7% | -37.7% | -46.2% |
| YTD | -7.4% | -14.0% | +6.7% | -6.3% |
| 1Y | -25.9% | +12.0% | -37.9% | -32.1% |
| 3Y | +273.4% | -10.5% | +283.9% | +249.8% |
| 5Y | +944.4% | +28.5% | +915.9% | +758.8% |
| All | +944.4% | +31.2% | +913.2% | +758.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling