+360.5%
RCL vs STRL
+4,073.8%
-3,713.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -2.9% |
| 7D | +0.6% | +7.1% | -6.5% | -2.1% |
| 30D | +19.4% | -39.4% | +58.8% | +35.7% |
| 3M | +9.8% | -43.0% | +52.7% | +26.0% |
| 6M | +28.6% | -65.0% | +93.6% | +66.7% |
| YTD | +22.2% | -0.8% | +22.9% | +2.2% |
| 1Y | +29.7% | -20.3% | +50.0% | +16.0% |
| 3Y | +265.3% | +356.5% | -91.2% | +43.7% |
| 5Y | +301.8% | +952.8% | -651.1% | +2.1% |
| 10Y | +360.5% | +3,877.1% | -3,516.6% | -29.0% |
| All | +360.5% | +4,073.8% | -3,713.3% | -29.0% |
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