+345.6%
RCL vs STLA
+51.8%
+293.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.8% |
| 7D | -5.1% | +2.6% | -7.7% | -6.5% |
| 30D | -19.0% | -1.2% | -17.8% | -18.9% |
| 3M | -9.6% | -24.8% | +15.2% | +4.3% |
| 6M | -6.7% | -25.6% | +18.9% | +7.6% |
| YTD | -3.9% | -48.9% | +45.0% | +31.6% |
| 1Y | -25.1% | -38.8% | +13.7% | -10.8% |
| 3Y | +179.1% | -64.5% | +243.7% | +325.4% |
| 5Y | +243.3% | -62.4% | +305.7% | +389.5% |
| All | +345.6% | +51.8% | +293.8% | +282.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling