+3,667.8%
STRL vs RRC
+59.4%
+3,608.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +4.1% |
| 7D | -26.9% | -10.8% | -16.1% | -24.9% |
| 30D | -52.7% | +22.3% | -75.0% | -54.8% |
| 3M | -52.8% | +26.6% | -79.5% | -55.4% |
| 6M | -71.5% | +18.9% | -90.4% | -72.8% |
| YTD | -17.4% | +39.2% | -56.6% | -24.4% |
| 1Y | -35.0% | +34.0% | -68.9% | -40.1% |
| 3Y | +239.2% | +42.0% | +197.2% | +207.6% |
| 5Y | +830.2% | +111.9% | +718.3% | +640.3% |
| All | +3,667.8% | +59.4% | +3,608.4% | +2,502.4% |
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