-87.9%
RIVN vs STLA
-74.4%
-13.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.3% |
| 7D | -10.5% | -13.8% | +3.3% | -3.6% |
| 30D | -5.9% | -10.5% | +4.6% | -1.3% |
| 3M | -23.0% | -28.9% | +5.9% | -9.9% |
| 6M | -14.6% | -49.7% | +35.1% | +18.8% |
| YTD | -38.2% | -64.9% | +26.7% | 0.0% |
| 1Y | -25.7% | -64.0% | +38.3% | +17.8% |
| 3Y | -24.8% | -77.4% | +52.7% | +54.6% |
| 5Y | -90.6% | -74.4% | -16.2% | -84.5% |
| All | -87.9% | -74.4% | -13.5% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling