+68.5%
STRL vs RBA
-26.5%
+95.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.4% | +5.7% |
| 7D | +3.4% | -2.9% | +6.3% | +3.8% |
| 30D | -9.2% | -12.3% | +3.1% | -6.8% |
| 3M | -51.0% | -20.5% | -30.5% | -49.4% |
| 6M | +15.8% | -18.5% | +34.3% | +18.5% |
| YTD | +58.9% | -18.2% | +77.1% | +60.7% |
| 1Y | +68.5% | -27.5% | +96.0% | +93.1% |
| All | +68.5% | -26.5% | +95.1% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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