+346.8%
STRL vs RBA
+48.1%
+298.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.4% | +12.6% | +14.2% |
| 7D | -13.3% | +2.5% | -15.9% | -14.1% |
| 30D | -43.3% | +11.6% | -54.9% | -45.6% |
| 3M | -46.9% | +1.5% | -48.4% | -47.2% |
| 6M | -65.6% | -6.6% | -59.0% | -65.3% |
| YTD | -5.1% | -6.3% | +1.2% | -5.6% |
| 1Y | -23.1% | -4.0% | -19.1% | -24.4% |
| 3Y | +346.8% | +47.3% | +299.6% | +252.5% |
| All | +346.8% | +48.1% | +298.7% | +252.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling