+3,815.6%
STRL vs ROP
+183.8%
+3,631.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.3% | +4.7% |
| 7D | +7.1% | -2.9% | +10.1% | +8.2% |
| 30D | -39.4% | +30.1% | -69.4% | -46.3% |
| 3M | -43.0% | +19.9% | -62.8% | -48.1% |
| 6M | -65.0% | +46.0% | -111.0% | -72.1% |
| YTD | -0.8% | +8.4% | -9.1% | -7.9% |
| 1Y | -20.3% | +8.8% | -29.1% | -26.3% |
| 3Y | +356.5% | -5.6% | +362.1% | +358.7% |
| 5Y | +952.8% | +3.0% | +949.8% | +885.8% |
| All | +3,815.6% | +183.8% | +3,631.8% | +2,584.5% |
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