+340.6%
STRL vs RY
+160.3%
+180.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.9% |
| 7D | +15.7% | +0.6% | +15.1% | +15.2% |
| 30D | -35.5% | +5.0% | -40.5% | -39.0% |
| 3M | -47.1% | -5.3% | -41.8% | -44.2% |
| 6M | -65.8% | +13.8% | -79.6% | -69.9% |
| YTD | -4.5% | +21.0% | -25.5% | -20.4% |
| 1Y | -10.5% | +40.5% | -51.0% | -33.6% |
| 3Y | +340.6% | +159.7% | +181.0% | +116.0% |
| All | +340.6% | +160.3% | +180.3% | +116.0% |
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