+230.8%
RDW vs STLA
-66.1%
+297.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -3.4% |
| 7D | +0.9% | -2.9% | +3.7% | +2.2% |
| 30D | -21.3% | +0.9% | -22.2% | -22.1% |
| 3M | -37.9% | -21.6% | -16.2% | -30.5% |
| 6M | +12.3% | -21.6% | +33.9% | +27.6% |
| YTD | +39.7% | -50.4% | +90.2% | +92.6% |
| 1Y | +25.7% | -43.6% | +69.3% | +58.5% |
| 3Y | +230.8% | -66.4% | +297.2% | +415.3% |
| All | +230.8% | -66.1% | +297.0% | +415.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling