+144.2%
RTX vs STRL
+233.5%
-89.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.4% |
| 7D | -5.1% | -26.9% | +21.8% | -3.8% |
| 30D | +5.1% | -52.7% | +57.8% | +8.7% |
| 3M | -14.8% | -52.8% | +38.0% | -12.0% |
| 6M | +8.0% | -71.5% | +79.5% | +14.0% |
| YTD | +4.5% | -17.4% | +21.9% | 0.0% |
| 1Y | +9.8% | -35.0% | +44.8% | +7.0% |
| 3Y | +144.2% | +239.2% | -95.0% | +117.9% |
| All | +144.2% | +233.5% | -89.3% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling