-32.1%
RDW vs STLA
-26.4%
-5.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.9% | -4.4% |
| 7D | +3.6% | +0.4% | +3.2% | +3.3% |
| 30D | -18.4% | -5.2% | -13.2% | -16.9% |
| 3M | -32.1% | -24.9% | -7.2% | -16.5% |
| All | -32.1% | -26.4% | -5.6% | -16.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling