+19,359.6%
STRL vs RRX
+4,365.4%
+14,994.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | +3.4% | +3.4% | -0.1% | +1.8% |
| 30D | -9.2% | -11.1% | +1.9% | -4.2% |
| 3M | -51.0% | -23.7% | -27.3% | -44.6% |
| 6M | +15.8% | -22.0% | +37.8% | +31.4% |
| YTD | +58.9% | +16.5% | +42.4% | +51.2% |
| 1Y | +68.5% | +11.5% | +57.0% | +63.7% |
| 3Y | +485.2% | +1.5% | +483.7% | +474.9% |
| 5Y | +2,005.1% | +18.3% | +1,986.8% | +1,816.8% |
| 10Y | +7,118.0% | +209.8% | +6,908.2% | +4,511.2% |
| All | +19,359.6% | +4,365.4% | +14,994.2% | +5,560.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling