+3,059.0%
STRL vs ROKU
+884.7%
+2,174.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.5% | +6.0% |
| 7D | +3.4% | -1.3% | +4.7% | +3.6% |
| 30D | -9.2% | +5.9% | -15.1% | -9.9% |
| 3M | -51.0% | +23.9% | -74.9% | -52.5% |
| 6M | +15.8% | +59.6% | -43.8% | +8.6% |
| YTD | +58.9% | +43.4% | +15.5% | +50.7% |
| 1Y | +68.5% | +60.2% | +8.4% | +57.7% |
| 3Y | +485.2% | +90.4% | +394.8% | +421.1% |
| 5Y | +2,005.1% | -54.5% | +2,059.6% | +1,914.7% |
| All | +3,059.0% | +884.7% | +2,174.3% | +2,243.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling