+504.0%
STRL vs ROP
-16.7%
+520.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.6% | +9.3% | +5.4% |
| 7D | +3.4% | -4.4% | +7.8% | +2.9% |
| 30D | -9.2% | +3.2% | -12.5% | -8.9% |
| 3M | -51.0% | +23.1% | -74.1% | -51.8% |
| 6M | +15.8% | +13.3% | +2.5% | +16.2% |
| YTD | +58.9% | -7.9% | +66.7% | +76.7% |
| 1Y | +68.5% | -22.1% | +90.6% | +110.1% |
| All | +504.0% | -16.7% | +520.7% | +582.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling