+380.4%
RCL vs STRL
+3,580.1%
-3,199.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.3% |
| 7D | +6.5% | -26.9% | +33.4% | +14.8% |
| 30D | +15.9% | -52.7% | +68.5% | +42.4% |
| 3M | +2.7% | -52.8% | +55.5% | +25.3% |
| 6M | +15.2% | -71.5% | +86.7% | +59.1% |
| YTD | +19.2% | -17.4% | +36.7% | +5.8% |
| 1Y | +31.6% | -35.0% | +66.6% | +25.7% |
| 3Y | +274.2% | +239.2% | +35.0% | +62.4% |
| 5Y | +250.1% | +830.2% | -580.1% | -7.8% |
| All | +380.4% | +3,580.1% | -3,199.6% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling