+54.2%
RGTI vs STLA
-56.9%
+111.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | -0.5% |
| 7D | +0.5% | -2.9% | +3.3% | +1.9% |
| 30D | -17.1% | +0.9% | -18.0% | -17.7% |
| 3M | -26.0% | -21.6% | -4.4% | -16.7% |
| 6M | -9.9% | -21.6% | +11.8% | +1.9% |
| YTD | -31.1% | -50.4% | +19.4% | -5.0% |
| 1Y | -8.5% | -43.6% | +35.1% | +13.6% |
| 3Y | +652.2% | -66.4% | +718.6% | +1,180.7% |
| 5Y | +56.8% | -62.3% | +119.1% | +120.5% |
| All | +54.2% | -56.9% | +111.1% | +117.2% |
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