+504.0%
STRL vs RGEN
-3.7%
+507.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +6.9% | +6.1% |
| 7D | +3.4% | -4.9% | +8.3% | +4.8% |
| 30D | -9.2% | +5.7% | -14.9% | -10.7% |
| 3M | -51.0% | +32.4% | -83.5% | -55.6% |
| 6M | +15.8% | +33.2% | -17.4% | +4.4% |
| YTD | +58.9% | +2.3% | +56.6% | +53.7% |
| 1Y | +68.5% | +39.0% | +29.5% | +51.3% |
| All | +504.0% | -3.7% | +507.8% | +504.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling