+278.5%
RTX vs STRL
+7,193.7%
-6,915.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.4% | -1.6% |
| 7D | -5.2% | +3.4% | -8.6% | -5.7% |
| 30D | -9.4% | -9.2% | -0.1% | -8.2% |
| 3M | +12.3% | -51.0% | +63.3% | +23.8% |
| 6M | -3.1% | +15.8% | -18.9% | -11.7% |
| YTD | +10.7% | +58.9% | -48.2% | -5.8% |
| 1Y | +28.4% | +68.5% | -40.1% | +6.4% |
| 3Y | +147.1% | +485.2% | -338.2% | +45.4% |
| 5Y | +167.2% | +2,005.1% | -1,837.9% | +8.3% |
| All | +278.5% | +7,193.7% | -6,915.2% | +5.7% |
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