+11,482.4%
STRL vs ROL
+7,310.9%
+4,171.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -19.8% | +3.4% | -23.2% | -20.9% |
| 30D | -43.6% | +20.8% | -64.3% | -47.4% |
| 3M | -45.2% | +3.7% | -48.9% | -46.5% |
| 6M | -65.7% | -27.7% | -38.1% | -62.6% |
| YTD | -5.4% | -34.9% | +29.5% | +6.4% |
| 1Y | -24.7% | -33.3% | +8.6% | -16.0% |
| 3Y | +335.0% | +4.3% | +330.7% | +306.6% |
| 5Y | +915.3% | +15.0% | +900.3% | +803.1% |
| 10Y | +3,877.5% | +214.7% | +3,662.8% | +2,337.0% |
| All | +11,482.4% | +7,310.9% | +4,171.5% | +4,540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling