+28.8%
RBLX vs STLA
-77.1%
+105.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.8% |
| 7D | +1.2% | -13.8% | +15.0% | +3.2% |
| 30D | +5.0% | -10.5% | +15.5% | +6.4% |
| 3M | +31.5% | -28.9% | +60.4% | +37.0% |
| 6M | +18.9% | -49.7% | +68.7% | +29.4% |
| YTD | -38.4% | -64.9% | +26.5% | -30.3% |
| 1Y | -50.7% | -64.0% | +13.3% | -44.7% |
| 3Y | +28.8% | -77.4% | +106.2% | +51.8% |
| All | +28.8% | -77.1% | +105.9% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling