+331.9%
RCL vs STRL
+3,697.3%
-3,365.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.3% |
| 7D | -1.2% | +15.7% | -16.8% | -5.8% |
| 30D | +17.8% | -35.5% | +53.3% | +31.3% |
| 3M | +4.9% | -47.1% | +52.1% | +23.4% |
| 6M | +23.7% | -65.8% | +89.5% | +61.3% |
| YTD | +17.8% | -4.5% | +22.3% | -0.3% |
| 1Y | +28.9% | -10.5% | +39.4% | +10.4% |
| 3Y | +241.9% | +340.6% | -98.7% | +35.9% |
| 5Y | +295.4% | +911.0% | -615.6% | +1.8% |
| All | +331.9% | +3,697.3% | -3,365.4% | -32.3% |
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