+515.0%
STRL vs RPRX
+137.9%
+377.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | +5.1% | -1.7% | +2.5% |
| 30D | -9.2% | +11.2% | -20.4% | -10.9% |
| 3M | -51.0% | +16.7% | -67.8% | -52.7% |
| 6M | +15.8% | +36.0% | -20.2% | +8.1% |
| YTD | +58.9% | +67.8% | -8.9% | +44.0% |
| 1Y | +68.5% | +76.7% | -8.2% | +52.0% |
| All | +515.0% | +137.9% | +377.2% | +445.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling