+10,429.5%
STRL vs ROP
+29,825.5%
-19,396.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -19.8% | +0.2% | -20.0% | -20.2% |
| 30D | -43.6% | +30.3% | -73.9% | -48.4% |
| 3M | -45.2% | +17.8% | -63.0% | -48.6% |
| 6M | -65.7% | +38.9% | -104.6% | -70.0% |
| YTD | -5.4% | +7.6% | -13.1% | -11.6% |
| 1Y | -24.7% | +6.5% | -31.2% | -29.4% |
| 3Y | +335.0% | -6.3% | +341.3% | +324.7% |
| 5Y | +915.3% | +0.9% | +914.4% | +866.2% |
| 10Y | +3,877.5% | +180.7% | +3,696.7% | +2,734.6% |
| All | +10,429.5% | +29,825.5% | -19,396.0% | +3,644.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling