+7,161.0%
STRL vs RY
+373.9%
+6,787.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.4% | +6.4% |
| 7D | +3.4% | +3.1% | +0.3% | +0.4% |
| 30D | -9.2% | -0.3% | -8.9% | -8.9% |
| 3M | -51.0% | +8.7% | -59.7% | -54.5% |
| 6M | +15.8% | +28.5% | -12.8% | -6.7% |
| YTD | +58.9% | +25.1% | +33.8% | +31.3% |
| 1Y | +68.5% | +46.3% | +22.2% | +22.1% |
| 3Y | +485.2% | +154.9% | +330.3% | +158.2% |
| 5Y | +2,005.1% | +140.3% | +1,864.8% | +863.1% |
| All | +7,161.0% | +373.9% | +6,787.1% | +1,893.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling