+942.9%
STRL vs RY
+125.1%
+817.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +23.4% | -0.5% | +24.0% | +24.2% |
| 30D | -39.5% | +4.7% | -44.3% | -42.2% |
| 3M | -45.1% | -4.5% | -40.6% | -42.9% |
| 6M | -64.6% | +12.5% | -77.1% | -68.0% |
| YTD | -1.5% | +21.1% | -22.7% | -15.8% |
| 1Y | -20.8% | +38.6% | -59.4% | -38.7% |
| 3Y | +353.1% | +160.2% | +193.0% | +119.0% |
| 5Y | +942.9% | +124.7% | +818.2% | +451.4% |
| All | +942.9% | +125.1% | +817.7% | +451.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling