+2.0%
RDW vs STRL
+2,185.5%
-2,183.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.4% | -7.7% | -4.6% |
| 7D | +0.9% | +5.0% | -4.2% | -1.3% |
| 30D | -21.3% | -6.9% | -14.4% | -19.1% |
| 3M | -37.9% | -39.1% | +1.2% | -25.6% |
| 6M | +12.3% | +21.5% | -9.2% | -5.3% |
| YTD | +39.7% | +66.9% | -27.1% | +1.2% |
| 1Y | +25.7% | +61.6% | -36.0% | -8.8% |
| 3Y | +230.8% | +560.0% | -329.2% | +35.2% |
| 5Y | -8.8% | +2,238.9% | -2,247.6% | -73.8% |
| All | +2.0% | +2,185.5% | -2,183.5% | -70.6% |
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