+234.8%
RCL vs STRL
+2,010.6%
-1,775.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -1.5% |
| 7D | -5.1% | +3.4% | -8.5% | -5.9% |
| 30D | -19.0% | -9.2% | -9.8% | -17.4% |
| 3M | -9.6% | -51.0% | +41.5% | +5.4% |
| 6M | -6.7% | +15.8% | -22.5% | -17.8% |
| YTD | -3.9% | +58.9% | -62.8% | -23.8% |
| 1Y | -25.1% | +68.5% | -93.6% | -43.7% |
| 3Y | +179.1% | +485.2% | -306.1% | +21.4% |
| All | +234.8% | +2,010.6% | -1,775.8% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling