+3,877.1%
STRL vs RY
+355.6%
+3,521.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.4% | +4.4% |
| 7D | +7.1% | -3.0% | +10.1% | +10.5% |
| 30D | -39.4% | +6.3% | -45.6% | -43.0% |
| 3M | -43.0% | -2.6% | -40.4% | -41.8% |
| 6M | -65.0% | +13.9% | -78.9% | -69.0% |
| YTD | -0.8% | +21.7% | -22.5% | -16.3% |
| 1Y | -20.3% | +40.4% | -60.7% | -40.5% |
| 3Y | +356.5% | +161.3% | +195.2% | +96.1% |
| 5Y | +952.8% | +126.5% | +826.4% | +406.5% |
| 10Y | +3,877.1% | +354.3% | +3,522.7% | +1,059.1% |
| All | +3,877.1% | +355.6% | +3,521.5% | +1,059.1% |
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