+227.8%
STRL vs RY
+158.9%
+69.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.9% | -11.0% | -10.9% |
| 7D | -34.6% | -1.1% | -33.5% | -34.1% |
| 30D | -56.7% | +4.4% | -61.1% | -58.8% |
| 3M | -54.4% | -2.9% | -51.5% | -53.1% |
| 6M | -69.7% | +15.6% | -85.3% | -73.8% |
| YTD | -20.2% | +21.8% | -42.0% | -34.3% |
| 1Y | -40.6% | +42.6% | -83.1% | -56.8% |
| All | +227.8% | +158.9% | +69.0% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling