+11.3%
RTX vs STRL
-26.3%
+37.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +15.0% | -11.4% | +3.0% |
| 7D | -3.2% | -13.3% | +10.2% | -3.0% |
| 30D | +5.6% | -43.3% | +48.9% | +6.8% |
| 3M | -11.7% | -46.9% | +35.2% | -10.6% |
| 6M | +12.3% | -65.6% | +77.9% | +14.8% |
| YTD | +8.2% | -5.1% | +13.3% | -3.1% |
| All | +11.3% | -26.3% | +37.6% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling