+915.3%
STRL vs RVMD
+498.3%
+417.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +0.2% |
| 7D | -19.8% | -0.6% | -19.2% | -19.7% |
| 30D | -43.6% | +1.7% | -45.3% | -43.7% |
| 3M | -45.2% | -6.7% | -38.5% | -44.7% |
| 6M | -65.7% | +36.1% | -101.9% | -67.4% |
| YTD | -5.4% | +142.4% | -147.8% | -20.2% |
| 1Y | -24.7% | +207.8% | -232.4% | -39.0% |
| 3Y | +335.0% | +879.5% | -544.5% | +195.5% |
| 5Y | +915.3% | +509.0% | +406.3% | +585.8% |
| All | +915.3% | +498.3% | +417.0% | +585.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling