+11.1%
RDW vs STRL
-30.1%
+41.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -21.5% | +16.5% | +3.0% |
| 7D | -14.3% | -27.1% | +12.7% | -4.5% |
| 30D | -26.0% | -45.8% | +19.8% | -8.1% |
| 3M | -27.4% | -47.6% | +20.3% | -9.1% |
| 6M | -10.6% | -46.4% | +35.8% | +13.0% |
| YTD | +1.6% | -7.4% | +8.9% | -10.3% |
| 1Y | +11.1% | -25.9% | +36.9% | +10.2% |
| All | +11.1% | -30.1% | +41.2% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling