+2,659.8%
STRL vs RPRX
+82.4%
+2,577.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.8% |
| 7D | +7.1% | +3.6% | +3.5% | +6.4% |
| 30D | -39.4% | +21.2% | -60.5% | -42.1% |
| 3M | -43.0% | +21.6% | -64.6% | -45.7% |
| 6M | -65.0% | +36.7% | -101.7% | -67.9% |
| YTD | -0.8% | +83.7% | -84.5% | -15.3% |
| 1Y | -20.3% | +83.2% | -103.5% | -31.9% |
| 3Y | +356.5% | +177.7% | +178.8% | +247.1% |
| 5Y | +952.8% | +95.8% | +857.1% | +787.3% |
| All | +2,659.8% | +82.4% | +2,577.4% | +2,254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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