+2,125.4%
STRL vs ROKU
-54.3%
+2,179.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +8.2% | -3.0% | +11.2% | +8.8% |
| 30D | -6.3% | +0.7% | -7.0% | -6.5% |
| 3M | -41.2% | +26.5% | -67.7% | -44.0% |
| 6M | +20.4% | +52.6% | -32.3% | +10.8% |
| YTD | +61.7% | +40.9% | +20.8% | +50.5% |
| 1Y | +72.7% | +57.6% | +15.1% | +57.8% |
| 3Y | +530.9% | +83.2% | +447.7% | +438.4% |
| 5Y | +2,125.4% | -54.8% | +2,180.2% | +1,815.5% |
| All | +2,125.4% | -54.3% | +2,179.7% | +1,815.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling