+345.6%
RCL vs STRL
+7,193.7%
-6,848.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -1.9% |
| 7D | -5.1% | +3.4% | -8.5% | -6.1% |
| 30D | -19.0% | -9.2% | -9.8% | -16.9% |
| 3M | -9.6% | -51.0% | +41.5% | +9.6% |
| 6M | -6.7% | +15.8% | -22.5% | -20.6% |
| YTD | -3.9% | +58.9% | -62.8% | -27.9% |
| 1Y | -25.1% | +68.5% | -93.6% | -47.0% |
| 3Y | +179.1% | +485.2% | -306.1% | +8.7% |
| 5Y | +243.3% | +2,005.1% | -1,761.8% | -26.6% |
| All | +345.6% | +7,193.7% | -6,848.1% | -33.3% |
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