+1,541.7%
STRL vs ROKU
+915.9%
+625.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -26.9% | +3.5% | -30.4% | -27.2% |
| 30D | -52.7% | +5.1% | -57.8% | -53.0% |
| 3M | -52.8% | +7.0% | -59.8% | -53.3% |
| 6M | -71.5% | +25.4% | -96.9% | -72.4% |
| YTD | -17.4% | +48.0% | -65.4% | -22.1% |
| 1Y | -35.0% | +53.1% | -88.1% | -38.8% |
| 3Y | +239.2% | +92.7% | +146.5% | +202.6% |
| 5Y | +830.2% | -42.4% | +872.6% | +771.6% |
| All | +1,541.7% | +915.9% | +625.7% | +1,112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 10y: compounded portfolio wealth divided by compounded ROKU 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…
10y analysis · Full analysis span regression · 6 months rolling