+784.6%
STRL vs RGEN
-35.1%
+819.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.7% |
| 7D | -26.9% | -1.9% | -25.0% | -26.4% |
| 30D | -52.7% | +3.7% | -56.4% | -53.0% |
| 3M | -52.8% | +8.8% | -61.7% | -54.0% |
| 6M | -71.5% | +38.0% | -109.4% | -74.3% |
| YTD | -17.4% | +5.9% | -23.3% | -20.6% |
| 1Y | -35.0% | +19.7% | -54.6% | -39.1% |
| 3Y | +239.2% | +20.5% | +218.7% | +207.4% |
| All | +784.6% | -35.1% | +819.7% | +695.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling