+2.0%
RDW vs STLA
-52.8%
+54.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -3.4% |
| 7D | +0.9% | -2.9% | +3.7% | +2.1% |
| 30D | -21.3% | +0.9% | -22.2% | -22.1% |
| 3M | -37.9% | -21.6% | -16.2% | -30.8% |
| 6M | +12.3% | -21.6% | +33.9% | +26.7% |
| YTD | +39.7% | -50.4% | +90.2% | +89.6% |
| 1Y | +25.7% | -43.6% | +69.3% | +58.0% |
| 3Y | +230.8% | -66.4% | +297.2% | +398.3% |
| 5Y | -8.8% | -62.3% | +53.5% | +19.0% |
| All | +2.0% | -52.8% | +54.8% | +27.1% |
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 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