+68.5%
STRL vs RY
+46.1%
+22.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.4% | +7.0% |
| 7D | +3.4% | +3.1% | +0.3% | -2.4% |
| 30D | -9.2% | -0.3% | -8.9% | -8.6% |
| 3M | -51.0% | +8.7% | -59.7% | -58.0% |
| 6M | +15.8% | +28.5% | -12.8% | -26.9% |
| YTD | +58.9% | +25.1% | +33.8% | +3.9% |
| 1Y | +68.5% | +46.3% | +22.2% | -14.8% |
| All | +68.5% | +46.1% | +22.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling