-24.4%
STRL vs RGEN
+23.9%
-48.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.1% | +11.8% | +13.8% |
| 7D | -13.3% | +3.5% | -16.8% | -14.0% |
| 30D | -43.3% | +2.9% | -46.2% | -43.6% |
| 3M | -46.9% | +9.2% | -56.0% | -49.0% |
| 6M | -65.6% | +44.9% | -110.5% | -72.1% |
| YTD | -5.1% | +9.2% | -14.3% | -7.3% |
| All | -24.4% | +23.9% | -48.3% | -33.9% |
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