+175.6%
RCL vs STRL
+484.5%
-309.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -1.2% |
| 7D | -5.1% | +3.4% | -8.5% | -5.7% |
| 30D | -19.0% | -9.2% | -9.8% | -17.7% |
| 3M | -9.6% | -51.0% | +41.5% | +2.4% |
| 6M | -6.7% | +15.8% | -22.5% | -15.5% |
| YTD | -3.9% | +58.9% | -62.8% | -20.0% |
| 1Y | -25.1% | +68.5% | -93.6% | -40.4% |
| All | +175.6% | +484.5% | -309.0% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling