+239.6%
RCL vs STLA
-61.3%
+301.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.7% |
| 7D | -5.1% | +2.6% | -7.7% | -6.2% |
| 30D | -19.0% | -1.2% | -17.8% | -18.9% |
| 3M | -9.6% | -24.8% | +15.2% | +1.9% |
| 6M | -6.7% | -25.6% | +18.9% | +5.2% |
| YTD | -3.9% | -48.9% | +45.0% | +25.2% |
| 1Y | -25.1% | -38.8% | +13.7% | -13.8% |
| 3Y | +179.1% | -64.5% | +243.7% | +299.8% |
| All | +239.6% | -61.3% | +301.0% | +319.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling