+10,759.6%
STRL vs RY
+11,266.1%
-506.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.9% | -11.0% | -12.3% |
| 7D | -34.6% | -1.1% | -33.5% | -34.4% |
| 30D | -56.7% | +4.4% | -61.1% | -57.8% |
| 3M | -54.4% | -2.9% | -51.5% | -53.8% |
| 6M | -69.7% | +15.6% | -85.3% | -71.9% |
| YTD | -20.2% | +21.8% | -42.0% | -27.6% |
| 1Y | -40.6% | +42.6% | -83.1% | -50.2% |
| 3Y | +221.7% | +160.9% | +60.8% | +97.8% |
| 5Y | +799.0% | +126.1% | +672.9% | +493.6% |
| 10Y | +3,451.5% | +371.7% | +3,079.7% | +1,594.7% |
| All | +10,759.6% | +11,266.1% | -506.5% | +2,635.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling