+379.0%
RCL vs STLA
+21.0%
+358.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | +5.0% | -6.4% | +11.3% | +8.8% |
| 30D | +19.4% | -1.3% | +20.7% | +19.5% |
| 3M | +5.9% | -19.9% | +25.9% | +16.9% |
| 6M | +23.8% | -42.9% | +66.7% | +63.6% |
| YTD | +22.8% | -59.4% | +82.2% | +88.6% |
| 1Y | +34.3% | -56.8% | +91.1% | +96.9% |
| 3Y | +276.4% | -73.1% | +349.5% | +567.4% |
| 5Y | +281.6% | -70.1% | +351.7% | +511.5% |
| 10Y | +379.0% | +19.8% | +359.2% | +346.7% |
| All | +379.0% | +21.0% | +358.0% | +346.7% |
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