+3,667.8%
STRL vs RBA
+224.6%
+3,443.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.9% |
| 7D | -26.9% | +4.3% | -31.2% | -28.2% |
| 30D | -52.7% | +16.3% | -69.0% | -55.5% |
| 3M | -52.8% | +1.3% | -54.2% | -53.6% |
| 6M | -71.5% | -11.1% | -60.4% | -70.8% |
| YTD | -17.4% | -8.5% | -9.0% | -17.1% |
| 1Y | -35.0% | -2.1% | -32.8% | -36.4% |
| 3Y | +239.2% | +44.6% | +194.7% | +185.2% |
| 5Y | +830.2% | +36.8% | +793.3% | +677.9% |
| All | +3,667.8% | +224.6% | +3,443.2% | +1,908.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling