+3,667.9%
STRL vs RRX
+200.5%
+3,467.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -1.5% |
| 7D | +15.7% | +4.3% | +11.3% | +12.8% |
| 30D | -35.5% | +12.3% | -47.8% | -39.4% |
| 3M | -47.1% | +3.7% | -50.8% | -47.4% |
| 6M | -65.8% | -13.9% | -51.9% | -61.6% |
| YTD | -4.5% | +26.5% | -31.0% | -15.7% |
| 1Y | -10.5% | +29.3% | -39.8% | -22.3% |
| 3Y | +340.6% | +65.6% | +275.1% | +212.2% |
| 5Y | +911.0% | +10.6% | +900.4% | +788.7% |
| All | +3,667.9% | +200.5% | +3,467.5% | +1,605.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling