+2,157.1%
STRL vs RRX
+19.6%
+2,137.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +2.9% |
| 7D | +10.1% | +4.3% | +5.8% | +7.2% |
| 30D | -8.2% | -8.0% | -0.2% | -3.0% |
| 3M | -43.7% | -22.0% | -21.7% | -34.3% |
| 6M | +27.1% | -11.9% | +39.0% | +40.9% |
| YTD | +64.0% | +17.1% | +46.9% | +53.6% |
| 1Y | +75.2% | +14.9% | +60.3% | +66.0% |
| 3Y | +539.9% | +6.9% | +533.0% | +508.9% |
| All | +2,157.1% | +19.6% | +2,137.5% | +1,930.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling