-25.9%
STRL vs RRC
+44.7%
-70.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -3.5% | -17.9% | -21.8% |
| 7D | -27.1% | -6.8% | -20.3% | -27.7% |
| 30D | -45.8% | +34.7% | -80.5% | -42.3% |
| 3M | -47.6% | +31.5% | -79.1% | -44.6% |
| 6M | -46.4% | +21.8% | -68.2% | -43.4% |
| YTD | -7.4% | +48.9% | -56.2% | -3.2% |
| 1Y | -25.9% | +42.1% | -67.9% | -22.7% |
| All | -25.9% | +44.7% | -70.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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