+9,093.5%
STRL vs ROP
+29,884.4%
-20,790.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +4.3% |
| 7D | -26.9% | +2.1% | -29.1% | -27.7% |
| 30D | -52.7% | +32.9% | -85.6% | -57.0% |
| 3M | -52.8% | +20.0% | -72.9% | -56.0% |
| 6M | -71.5% | +36.4% | -107.9% | -74.9% |
| YTD | -17.4% | +7.8% | -25.3% | -22.8% |
| 1Y | -35.0% | +8.0% | -42.9% | -39.3% |
| 3Y | +239.2% | -3.5% | +242.7% | +228.2% |
| 5Y | +830.2% | +1.5% | +828.7% | +784.2% |
| 10Y | +3,574.7% | +198.5% | +3,376.2% | +2,476.8% |
| All | +9,093.5% | +29,884.4% | -20,790.9% | +3,168.7% |
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