+3,667.8%
STRL vs ROP
+196.0%
+3,471.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +4.5% |
| 7D | -26.9% | +2.1% | -29.1% | -27.9% |
| 30D | -52.7% | +32.9% | -85.6% | -58.5% |
| 3M | -52.8% | +20.3% | -73.2% | -57.2% |
| 6M | -71.5% | +36.8% | -108.2% | -76.5% |
| YTD | -17.4% | +8.1% | -25.5% | -23.3% |
| 1Y | -35.0% | +8.3% | -43.2% | -39.7% |
| 3Y | +239.2% | -3.2% | +242.5% | +234.9% |
| 5Y | +830.2% | +1.7% | +828.5% | +777.6% |
| All | +3,667.8% | +196.0% | +3,471.8% | +2,210.2% |
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