+504.0%
STRL vs RRC
+31.1%
+473.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.0% |
| 7D | +3.4% | +1.3% | +2.1% | +2.9% |
| 30D | -9.2% | +10.1% | -19.4% | -12.5% |
| 3M | -51.0% | +4.0% | -55.0% | -52.0% |
| 6M | +15.8% | +1.6% | +14.2% | +13.4% |
| YTD | +58.9% | +19.7% | +39.2% | +43.6% |
| 1Y | +68.5% | +21.4% | +47.1% | +48.9% |
| All | +504.0% | +31.1% | +473.0% | +424.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling