+2,540.1%
STRL vs RPRX
+79.2%
+2,460.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.2% | +12.8% | +14.5% |
| 7D | -13.3% | +3.4% | -16.7% | -14.0% |
| 30D | -43.3% | +20.8% | -64.1% | -45.9% |
| 3M | -46.9% | +21.6% | -68.5% | -49.4% |
| 6M | -65.6% | +36.5% | -102.1% | -68.5% |
| YTD | -5.1% | +80.4% | -85.5% | -18.7% |
| 1Y | -23.1% | +81.8% | -104.9% | -34.2% |
| 3Y | +346.8% | +170.9% | +176.0% | +241.8% |
| 5Y | +907.2% | +95.2% | +812.0% | +748.9% |
| All | +2,540.1% | +79.2% | +2,460.9% | +2,160.7% |
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