+1,120.4%
RSP vs STRL
+15,663.9%
-14,543.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -13.9% | +11.0% | -1.0% |
| 7D | -1.4% | -34.6% | +33.2% | +3.6% |
| 30D | +2.1% | -56.7% | +58.8% | +13.2% |
| 3M | -0.9% | -54.4% | +53.5% | +8.6% |
| 6M | +7.5% | -69.7% | +77.2% | +22.5% |
| YTD | +14.6% | -20.2% | +34.8% | +10.8% |
| 1Y | +17.6% | -40.6% | +58.2% | +18.1% |
| 3Y | +60.8% | +221.7% | -160.9% | +20.3% |
| 5Y | +46.1% | +799.0% | -752.8% | -7.9% |
| 10Y | +221.4% | +3,451.5% | -3,230.1% | +57.6% |
| All | +1,120.4% | +15,663.9% | -14,543.5% | +474.6% |
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 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