+784.6%
STRL vs ROL
+13.1%
+771.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.7% |
| 7D | -26.9% | +9.5% | -36.4% | -27.9% |
| 30D | -52.7% | +22.9% | -75.6% | -54.3% |
| 3M | -52.8% | +3.5% | -56.4% | -53.1% |
| 6M | -71.5% | -29.4% | -42.1% | -69.2% |
| YTD | -17.4% | -36.1% | +18.6% | -8.9% |
| 1Y | -35.0% | -34.4% | -0.6% | -28.8% |
| 3Y | +239.2% | +4.0% | +235.2% | +205.9% |
| All | +784.6% | +13.1% | +771.5% | +658.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling