+1,111.8%
RCL vs STLA
+263.8%
+848.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | -5.1% | +2.6% | -7.7% | -6.1% |
| 30D | -19.0% | -1.2% | -17.8% | -18.9% |
| 3M | -9.6% | -24.8% | +15.2% | +0.5% |
| 6M | -6.7% | -25.6% | +18.9% | +3.8% |
| YTD | -3.9% | -48.9% | +45.0% | +21.2% |
| 1Y | -25.1% | -38.8% | +13.7% | -14.0% |
| 3Y | +179.1% | -64.5% | +243.7% | +283.9% |
| 5Y | +243.3% | -62.4% | +305.7% | +357.7% |
| 10Y | +325.8% | +55.4% | +270.4% | +270.1% |
| All | +1,111.8% | +263.8% | +848.0% | +904.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling