+28.3%
RDW vs STLA
-38.0%
+66.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.1% |
| 7D | -3.1% | +2.6% | -5.7% | -4.0% |
| 30D | -1.8% | -1.2% | -0.5% | -1.5% |
| 3M | -50.9% | -24.8% | -26.1% | -45.3% |
| 6M | +13.5% | -25.6% | +39.0% | +26.8% |
| YTD | +38.6% | -48.9% | +87.5% | +74.3% |
| 1Y | +28.3% | -38.8% | +67.0% | +37.1% |
| All | +28.3% | -38.0% | +66.3% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling