-35.0%
STRL vs RL
+16.8%
-51.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.8% | +4.2% |
| 7D | -26.9% | -4.2% | -22.8% | -25.4% |
| 30D | -52.7% | +4.3% | -56.9% | -53.9% |
| 3M | -52.8% | -4.6% | -48.2% | -51.8% |
| 6M | -71.5% | +1.7% | -73.2% | -71.5% |
| YTD | -17.4% | +7.3% | -24.8% | -22.9% |
| 1Y | -35.0% | +20.8% | -55.8% | -44.0% |
| All | -35.0% | +16.8% | -51.7% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling