-24.4%
STRL vs ROP
+7.0%
-31.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -1.0% | +16.0% | +13.9% |
| 7D | -13.3% | -1.6% | -11.7% | -13.6% |
| 30D | -43.3% | +29.5% | -72.9% | -26.0% |
| 3M | -46.9% | +17.5% | -64.4% | -36.2% |
| 6M | -65.6% | +38.1% | -103.7% | -51.5% |
| YTD | -5.1% | +7.0% | -12.1% | +20.7% |
| All | -24.4% | +7.0% | -31.4% | -3.0% |
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