+239.2%
STRL vs ROL
+3.8%
+235.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.2% |
| 7D | -26.9% | +9.5% | -36.4% | -26.3% |
| 30D | -52.7% | +22.9% | -75.6% | -52.0% |
| 3M | -52.8% | +3.5% | -56.4% | -52.3% |
| 6M | -71.5% | -29.4% | -42.1% | -70.5% |
| YTD | -17.4% | -36.1% | +18.6% | -13.8% |
| 1Y | -35.0% | -34.4% | -0.6% | -32.4% |
| 3Y | +239.2% | +4.0% | +235.2% | +207.8% |
| All | +239.2% | +3.8% | +235.4% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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