+4,318.6%
STRL vs RPRX
+66.6%
+4,252.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | +5.1% | -1.7% | +2.1% |
| 30D | -9.2% | +11.2% | -20.4% | -11.7% |
| 3M | -51.0% | +16.7% | -67.8% | -53.2% |
| 6M | +15.8% | +36.0% | -20.2% | +6.4% |
| YTD | +58.9% | +67.8% | -8.9% | +38.7% |
| 1Y | +68.5% | +76.7% | -8.2% | +45.3% |
| 3Y | +485.2% | +128.1% | +357.1% | +369.7% |
| 5Y | +2,005.1% | +82.9% | +1,922.2% | +1,702.4% |
| All | +4,318.6% | +66.6% | +4,252.0% | +3,754.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling