+227.8%
STRL vs RL
+244.8%
-16.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -7.3% | -6.5% | -9.9% |
| 7D | -34.6% | -4.7% | -29.9% | -33.1% |
| 30D | -56.7% | +3.6% | -60.2% | -57.7% |
| 3M | -54.4% | +0.5% | -55.0% | -55.0% |
| 6M | -69.7% | +6.6% | -76.3% | -71.2% |
| YTD | -20.2% | +8.8% | -29.0% | -25.2% |
| 1Y | -40.6% | +21.8% | -62.3% | -47.7% |
| All | +227.8% | +244.8% | -16.9% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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