+270.4%
RCL vs STRL
+340.9%
-70.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | +8.5% | -19.8% | +28.3% | +11.6% |
| 30D | +20.4% | -43.6% | +64.0% | +31.8% |
| 3M | +11.0% | -45.2% | +56.2% | +21.6% |
| 6M | +24.9% | -65.7% | +90.6% | +47.4% |
| YTD | +23.9% | -5.4% | +29.3% | +11.3% |
| 1Y | +30.8% | -24.7% | +55.5% | +23.7% |
| 3Y | +270.4% | +335.0% | -64.6% | +104.8% |
| All | +270.4% | +340.9% | -70.5% | +104.8% |
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