-71.5%
STRL vs ROP
+34.9%
-106.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | -0.4% |
| 7D | -26.9% | +2.1% | -29.1% | -23.8% |
| 30D | -52.7% | +32.9% | -85.6% | -30.6% |
| 3M | -52.8% | +20.0% | -72.9% | -39.3% |
| 6M | -71.5% | +36.4% | -107.9% | -54.9% |
| All | -71.5% | +34.9% | -106.3% | -54.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling