+288.7%
STRL vs RY
+159.5%
+129.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.7% | +4.7% |
| 7D | -26.9% | -0.9% | -26.0% | -26.7% |
| 30D | -52.7% | +5.9% | -58.5% | -55.7% |
| 3M | -52.8% | -4.3% | -48.6% | -50.9% |
| 6M | -71.5% | +12.1% | -83.6% | -74.6% |
| YTD | -17.4% | +20.3% | -37.7% | -30.9% |
| 1Y | -35.0% | +41.0% | -76.0% | -51.9% |
| All | +288.7% | +159.5% | +129.2% | +88.0% |
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 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