+7,161.0%
STRL vs RL
+313.2%
+6,847.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.0% | +3.7% | +4.8% |
| 7D | +3.4% | -0.8% | +4.2% | +3.8% |
| 30D | -9.2% | -7.8% | -1.5% | -6.0% |
| 3M | -51.0% | -4.0% | -47.0% | -50.3% |
| 6M | +15.8% | -1.9% | +17.7% | +16.2% |
| YTD | +58.9% | -0.2% | +59.0% | +57.7% |
| 1Y | +68.5% | +10.7% | +57.8% | +59.5% |
| 3Y | +485.2% | +210.8% | +274.5% | +241.2% |
| 5Y | +2,005.1% | +238.2% | +1,766.9% | +1,040.6% |
| All | +7,161.0% | +313.2% | +6,847.9% | +3,285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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