+346.8%
STRL vs RL
+254.6%
+92.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.8% | +9.1% | +11.8% |
| 7D | -13.3% | +0.2% | -13.6% | -13.6% |
| 30D | -43.3% | +7.3% | -50.7% | -45.6% |
| 3M | -46.9% | +1.0% | -47.9% | -47.5% |
| 6M | -65.6% | +11.8% | -77.4% | -68.2% |
| YTD | -5.1% | +13.6% | -18.7% | -12.8% |
| 1Y | -23.1% | +24.0% | -47.1% | -32.7% |
| 3Y | +346.8% | +256.6% | +90.3% | +155.9% |
| All | +346.8% | +254.6% | +92.3% | +155.9% |
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