+6,950.6%
STRL vs RRC
+8.2%
+6,942.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +5.9% |
| 7D | +3.4% | +1.3% | +2.1% | +3.1% |
| 30D | -9.2% | +10.1% | -19.4% | -11.3% |
| 3M | -51.0% | +4.0% | -55.0% | -51.7% |
| 6M | +15.8% | +1.6% | +14.2% | +14.3% |
| YTD | +58.9% | +19.7% | +39.2% | +50.8% |
| 1Y | +68.5% | +21.4% | +47.1% | +58.6% |
| 3Y | +485.2% | +29.7% | +455.6% | +442.5% |
| 5Y | +2,005.1% | +153.9% | +1,851.2% | +1,509.4% |
| All | +6,950.6% | +8.2% | +6,942.4% | +5,725.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling