+240.5%
RCL vs STLA
-76.9%
+317.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.1% | +2.1% | -2.2% |
| 7D | -0.2% | -13.1% | +12.8% | +3.8% |
| 30D | +14.4% | -13.3% | +27.6% | +18.9% |
| 3M | +5.2% | -27.9% | +33.0% | +14.5% |
| 6M | +26.1% | -47.8% | +74.0% | +50.9% |
| YTD | +17.4% | -64.6% | +81.9% | +54.2% |
| 1Y | +24.7% | -64.0% | +88.7% | +62.2% |
| All | +240.5% | -76.9% | +317.4% | +395.1% |
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 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