+1,948.9%
STRL vs RVMD
+540.6%
+1,408.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.4% | +11.3% | +6.1% |
| 7D | +7.1% | -9.5% | +16.6% | +9.2% |
| 30D | -39.4% | -6.8% | -32.5% | -38.6% |
| 3M | -43.0% | -12.1% | -30.9% | -41.8% |
| 6M | -65.0% | +25.4% | -90.4% | -66.5% |
| YTD | -0.8% | +126.9% | -127.6% | -16.8% |
| 1Y | -20.3% | +182.0% | -202.3% | -35.8% |
| 3Y | +356.5% | +816.8% | -460.3% | +196.3% |
| 5Y | +952.8% | +464.0% | +488.9% | +579.7% |
| All | +1,948.9% | +540.6% | +1,408.3% | +1,106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling