+10,012.8%
STRL vs RGEN
+1,056.6%
+8,956.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +3.3% |
| 7D | -26.9% | -1.9% | -25.0% | -26.8% |
| 30D | -52.7% | +3.7% | -56.4% | -52.7% |
| 3M | -52.8% | +8.8% | -61.7% | -53.1% |
| 6M | -71.5% | +38.0% | -109.4% | -72.1% |
| YTD | -17.4% | +5.9% | -23.3% | -18.0% |
| 1Y | -35.0% | +19.7% | -54.6% | -35.8% |
| 3Y | +239.2% | +20.5% | +218.7% | +232.6% |
| 5Y | +830.2% | -35.0% | +865.1% | +829.0% |
| 10Y | +3,574.7% | +540.9% | +3,033.8% | +3,210.6% |
| All | +10,012.8% | +1,056.6% | +8,956.2% | +6,581.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling