+3,667.9%
STRL vs RBA
+207.2%
+3,460.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | +15.7% | +1.7% | +13.9% | +15.0% |
| 30D | -35.5% | +8.3% | -43.8% | -37.6% |
| 3M | -47.1% | +10.5% | -57.7% | -49.5% |
| 6M | -65.8% | -5.9% | -59.9% | -65.7% |
| YTD | -4.5% | -6.9% | +2.3% | -4.6% |
| 1Y | -10.5% | -4.9% | -5.6% | -11.3% |
| 3Y | +340.6% | +64.5% | +276.2% | +256.5% |
| 5Y | +911.0% | +46.1% | +865.0% | +728.0% |
| All | +3,667.9% | +207.2% | +3,460.8% | +1,934.2% |
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