+230.8%
RDW vs STRL
+546.4%
-315.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.4% | -7.7% | -4.8% |
| 7D | +0.9% | +5.0% | -4.2% | -1.5% |
| 30D | -21.3% | -6.9% | -14.4% | -19.0% |
| 3M | -37.9% | -39.1% | +1.2% | -24.3% |
| 6M | +12.3% | +21.5% | -9.2% | -8.5% |
| YTD | +39.7% | +66.9% | -27.1% | -5.6% |
| 1Y | +25.7% | +61.6% | -36.0% | -15.5% |
| 3Y | +230.8% | +560.0% | -329.2% | +11.8% |
| All | +230.8% | +546.4% | -315.6% | +11.8% |
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