-25.9%
STRL vs RRX
+30.0%
-55.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -3.6% | -17.8% | -18.3% |
| 7D | -27.1% | +7.6% | -34.7% | -31.1% |
| 30D | -45.8% | +7.5% | -53.3% | -48.5% |
| 3M | -47.6% | -21.0% | -26.6% | -37.0% |
| 6M | -46.4% | -18.1% | -28.3% | -36.3% |
| YTD | -7.4% | +24.3% | -31.7% | -10.9% |
| 1Y | -25.9% | +29.3% | -55.2% | -30.1% |
| All | -25.9% | +30.0% | -55.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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