+3,988.2%
STRL vs RRC
+63.1%
+3,925.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.3% | +14.7% | +14.9% |
| 7D | -13.3% | -10.3% | -3.0% | -11.1% |
| 30D | -43.3% | +19.5% | -62.8% | -45.6% |
| 3M | -46.9% | +27.9% | -74.8% | -49.9% |
| 6M | -65.6% | +21.2% | -86.8% | -67.3% |
| YTD | -5.1% | +39.6% | -44.6% | -13.1% |
| 1Y | -23.1% | +31.3% | -54.3% | -28.8% |
| 3Y | +346.8% | +51.9% | +294.9% | +299.6% |
| 5Y | +907.2% | +110.2% | +797.0% | +704.2% |
| 10Y | +3,988.2% | +56.7% | +3,931.5% | +2,627.4% |
| All | +3,988.2% | +63.1% | +3,925.1% | +2,627.4% |
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