+2.8%
RDW vs STRL
+2,114.4%
-2,111.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.1% |
| 7D | +3.6% | +8.2% | -4.6% | +0.2% |
| 30D | -18.4% | -6.3% | -12.1% | -16.3% |
| 3M | -32.1% | -41.2% | +9.1% | -17.1% |
| 6M | +10.9% | +20.4% | -9.5% | -6.1% |
| YTD | +40.8% | +61.7% | -20.9% | +3.5% |
| 1Y | +31.1% | +72.7% | -41.6% | -7.7% |
| 3Y | +245.2% | +530.9% | -285.8% | +43.7% |
| 5Y | -16.7% | +2,125.4% | -2,142.1% | -75.8% |
| All | +2.8% | +2,114.4% | -2,111.7% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling