+17,590.5%
STRL vs ROP
+25,523.2%
-7,932.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.6% | +9.3% | +6.8% |
| 7D | +3.4% | -4.4% | +7.8% | +4.7% |
| 30D | -9.2% | +3.2% | -12.5% | -10.3% |
| 3M | -51.0% | +23.1% | -74.1% | -54.9% |
| 6M | +15.8% | +13.3% | +2.5% | +8.6% |
| YTD | +58.9% | -7.9% | +66.7% | +57.6% |
| 1Y | +68.5% | -22.1% | +90.6% | +75.8% |
| 3Y | +485.2% | -16.8% | +502.0% | +499.6% |
| 5Y | +2,005.1% | -13.5% | +2,018.6% | +2,024.7% |
| 10Y | +7,118.0% | +137.7% | +6,980.3% | +5,376.4% |
| All | +17,590.5% | +25,523.2% | -7,932.7% | +6,574.1% |
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