+68.5%
STRL vs RVMD
+430.6%
-362.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.8% |
| 7D | +3.4% | +1.0% | +2.4% | +3.2% |
| 30D | -9.2% | +6.4% | -15.7% | -9.9% |
| 3M | -51.0% | +34.9% | -85.9% | -52.7% |
| 6M | +15.8% | +107.6% | -91.8% | +6.4% |
| YTD | +58.9% | +163.7% | -104.8% | +40.4% |
| 1Y | +68.5% | +439.2% | -370.7% | +24.4% |
| All | +68.5% | +430.6% | -362.1% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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