+539.9%
STRL vs ROKU
+86.5%
+453.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | +10.1% | -0.1% | +10.2% | +10.1% |
| 30D | -8.2% | +1.5% | -9.7% | -8.6% |
| 3M | -43.7% | +25.7% | -69.4% | -47.5% |
| 6M | +27.1% | +54.5% | -27.4% | +11.9% |
| YTD | +64.0% | +43.2% | +20.8% | +46.7% |
| 1Y | +75.2% | +56.3% | +18.9% | +53.3% |
| 3Y | +539.9% | +86.1% | +453.8% | +444.6% |
| All | +539.9% | +86.5% | +453.4% | +444.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling