+19,359.6%
STRL vs ROL
+6,781.3%
+12,578.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.3% | +5.6% |
| 7D | +3.4% | -1.4% | +4.8% | +3.9% |
| 30D | -9.2% | -4.1% | -5.2% | -8.1% |
| 3M | -51.0% | -22.5% | -28.5% | -47.2% |
| 6M | +15.8% | -37.7% | +53.4% | +34.2% |
| YTD | +58.9% | -39.6% | +98.4% | +85.2% |
| 1Y | +68.5% | -36.0% | +104.5% | +91.3% |
| 3Y | +485.2% | -5.1% | +490.4% | +469.2% |
| 5Y | +2,005.1% | -3.4% | +2,008.5% | +1,900.7% |
| 10Y | +7,118.0% | +215.2% | +6,902.7% | +4,361.5% |
| All | +19,359.6% | +6,781.3% | +12,578.3% | +7,977.0% |
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