-24.4%
STRL vs RRC
+28.5%
-52.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.3% | +14.7% | +15.0% |
| 7D | -13.3% | -10.3% | -3.0% | -14.1% |
| 30D | -43.3% | +19.5% | -62.8% | -40.6% |
| 3M | -46.9% | +27.9% | -74.8% | -43.7% |
| 6M | -65.6% | +21.2% | -86.8% | -63.5% |
| YTD | -5.1% | +39.6% | -44.6% | -1.2% |
| All | -24.4% | +28.5% | -52.9% | -19.8% |
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