+261.1%
RCL vs STLA
-70.1%
+331.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +6.5% | -4.5% | +11.0% | +8.7% |
| 30D | +15.9% | -3.9% | +19.8% | +17.4% |
| 3M | +2.7% | -20.2% | +22.8% | +11.6% |
| 6M | +15.2% | -42.2% | +57.4% | +44.0% |
| YTD | +19.2% | -59.3% | +78.6% | +70.0% |
| 1Y | +31.6% | -56.1% | +87.7% | +78.9% |
| 3Y | +274.2% | -73.7% | +347.8% | +520.7% |
| All | +261.1% | -70.1% | +331.2% | +404.4% |
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