+148.5%
RTX vs STRL
+935.0%
-786.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.4% |
| 7D | +3.4% | +23.4% | -20.1% | +1.6% |
| 30D | +8.4% | -39.5% | +47.9% | +12.0% |
| 3M | -10.7% | -45.1% | +34.4% | -7.2% |
| 6M | +11.7% | -64.6% | +76.3% | +19.2% |
| YTD | +9.3% | -1.5% | +10.8% | +2.1% |
| 1Y | +13.3% | -20.8% | +34.1% | +8.3% |
| 3Y | +156.1% | +353.1% | -197.0% | +84.4% |
| 5Y | +148.5% | +942.9% | -794.3% | +40.2% |
| All | +148.5% | +935.0% | -786.5% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling