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  • STRL vs RY✓SelectedUSD · RYSTRL vs RY performance historyLatest closeAs of+5.75%09/04
Stock and ETF performance explorer

STRL vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+21,521.8%
RY return
+11,573.6%
Excess return
+9,948.1%
Maximum drawdown
-92.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D+5.8%-0.7%+6.4%+6.1%
7D+3.4%+3.1%+0.3%+1.7%
30D-9.2%-0.3%-8.9%-9.0%
3M-51.0%+8.7%-59.7%-53.0%
6M+15.8%+28.5%-12.8%+2.2%
YTD+58.9%+25.1%+33.8%+42.5%
1Y+68.5%+46.3%+22.2%+39.7%
3Y+485.2%+154.9%+330.3%+264.8%
5Y+2,005.1%+140.3%+1,864.8%+1,250.6%
10Y+7,118.0%+377.0%+6,740.9%+3,327.6%
All+21,521.8%+11,573.6%+9,948.1%+5,282.3%

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