+273.8%
RTX vs STRL
+4,310.8%
-4,037.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +15.0% | -11.4% | +1.3% |
| 7D | -3.2% | -13.3% | +10.2% | -1.7% |
| 30D | +5.6% | -43.3% | +48.9% | +14.0% |
| 3M | -11.7% | -46.9% | +35.2% | -4.2% |
| 6M | +12.3% | -65.6% | +77.9% | +28.1% |
| YTD | +8.2% | -5.1% | +13.3% | -1.8% |
| 1Y | +12.6% | -23.1% | +35.6% | +6.0% |
| 3Y | +152.8% | +346.8% | -194.0% | +49.6% |
| 5Y | +140.2% | +907.2% | -767.0% | +9.3% |
| 10Y | +273.8% | +3,988.2% | -3,714.4% | +15.2% |
| All | +273.8% | +4,310.8% | -4,037.0% | +15.2% |
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