-25.9%
STRL vs RGEN
+19.5%
-45.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | 0.0% | -21.4% | -21.4% |
| 7D | -27.1% | -3.5% | -23.5% | -26.1% |
| 30D | -45.8% | -6.0% | -39.8% | -44.9% |
| 3M | -47.6% | +19.0% | -66.6% | -51.6% |
| 6M | -46.4% | +50.7% | -97.2% | -57.7% |
| YTD | -7.4% | +8.8% | -16.1% | -9.7% |
| 1Y | -25.9% | +21.3% | -47.1% | -35.4% |
| All | -25.9% | +19.5% | -45.4% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling