+7,055.3%
STRL vs RRX
+223.0%
+6,832.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | +0.3% |
| 7D | +8.2% | -0.7% | +8.9% | +8.7% |
| 30D | -6.3% | -8.0% | +1.7% | -0.8% |
| 3M | -41.2% | -25.1% | -16.1% | -29.0% |
| 6M | +20.4% | -18.3% | +38.6% | +39.8% |
| YTD | +61.7% | +14.2% | +47.5% | +50.4% |
| 1Y | +72.7% | +13.0% | +59.7% | +61.7% |
| 3Y | +530.9% | +4.2% | +526.7% | +487.0% |
| 5Y | +2,125.4% | +17.9% | +2,107.5% | +1,722.6% |
| All | +7,055.3% | +223.0% | +6,832.4% | +2,974.6% |
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