-25.9%
STRL vs ROP
+10.4%
-36.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.9% | -25.4% | -17.5% |
| 7D | -27.1% | +11.7% | -38.8% | -17.6% |
| 30D | -45.8% | +35.5% | -81.3% | -26.0% |
| 3M | -47.6% | +25.6% | -73.3% | -32.9% |
| 6M | -46.4% | +39.3% | -85.7% | -22.3% |
| YTD | -7.4% | +11.6% | -19.0% | +21.7% |
| 1Y | -25.9% | +10.6% | -36.5% | -1.9% |
| All | -25.9% | +10.4% | -36.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling