-71.5%
STRL vs RBA
-12.2%
-59.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.1% |
| 7D | -26.9% | +4.3% | -31.2% | -26.1% |
| 30D | -52.7% | +16.3% | -69.0% | -51.1% |
| 3M | -52.8% | +1.3% | -54.2% | -51.6% |
| 6M | -71.5% | -11.1% | -60.4% | -71.8% |
| All | -71.5% | -12.2% | -59.3% | -71.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling