+3,988.2%
STRL vs ROP
+189.6%
+3,798.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -1.0% | +16.0% | +15.3% |
| 7D | -13.3% | -1.6% | -11.7% | -13.3% |
| 30D | -43.3% | +29.5% | -72.9% | -49.8% |
| 3M | -46.9% | +17.5% | -64.4% | -51.3% |
| 6M | -65.6% | +38.1% | -103.7% | -71.8% |
| YTD | -5.1% | +7.0% | -12.1% | -11.5% |
| 1Y | -23.1% | +6.5% | -29.6% | -28.2% |
| 3Y | +346.8% | -5.5% | +352.3% | +346.8% |
| 5Y | +907.2% | -0.4% | +907.6% | +860.2% |
| 10Y | +3,988.2% | +183.6% | +3,804.6% | +2,685.4% |
| All | +3,988.2% | +189.6% | +3,798.6% | +2,685.4% |
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