+7,282.2%
STRL vs ROP
+140.4%
+7,141.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.6% | +9.3% | +7.3% |
| 7D | +3.4% | -4.4% | +7.8% | +5.4% |
| 30D | -9.2% | +3.2% | -12.5% | -10.9% |
| 3M | -51.0% | +23.1% | -74.1% | -57.2% |
| 6M | +15.8% | +13.3% | +2.5% | +4.4% |
| YTD | +58.9% | -7.9% | +66.7% | +59.8% |
| 1Y | +68.5% | -22.1% | +90.6% | +87.8% |
| 3Y | +485.2% | -16.8% | +502.0% | +523.1% |
| 5Y | +2,005.1% | -13.5% | +2,018.6% | +2,053.7% |
| All | +7,282.2% | +140.4% | +7,141.8% | +4,445.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling