+238.8%
RCL vs STLA
-62.5%
+301.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +1.1% |
| 7D | -0.5% | +0.7% | -1.2% | -0.9% |
| 30D | -17.3% | -2.4% | -15.0% | -16.9% |
| 3M | -2.8% | -23.9% | +21.1% | +8.9% |
| 6M | -4.4% | -24.6% | +20.2% | +7.2% |
| YTD | -4.2% | -50.5% | +46.3% | +26.5% |
| 1Y | -23.4% | -39.8% | +16.5% | -11.2% |
| 3Y | +179.4% | -65.6% | +245.0% | +305.6% |
| 5Y | +238.8% | -62.1% | +300.8% | +324.1% |
| All | +238.8% | -62.5% | +301.3% | +324.1% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling