+268.6%
RTX vs STRL
+3,927.3%
-3,658.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -1.7% | -19.8% | +18.1% | +1.0% |
| 30D | +7.7% | -43.6% | +51.2% | +16.4% |
| 3M | -10.3% | -45.2% | +34.9% | -3.2% |
| 6M | +14.6% | -65.7% | +80.3% | +30.8% |
| YTD | +10.4% | -5.4% | +15.8% | +0.3% |
| 1Y | +13.5% | -24.7% | +38.2% | +7.3% |
| 3Y | +158.6% | +335.0% | -176.4% | +54.1% |
| 5Y | +147.3% | +915.3% | -768.0% | +12.3% |
| 10Y | +268.6% | +3,877.5% | -3,608.8% | +16.0% |
| All | +268.6% | +3,927.3% | -3,658.6% | +16.0% |
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