-20.0%
RKT vs STLA
-38.2%
+18.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -3.5% |
| 7D | +4.6% | -4.9% | +9.5% | +6.7% |
| 30D | +25.9% | -4.9% | +30.8% | +27.7% |
| 3M | +5.0% | -23.7% | +28.7% | +15.0% |
| 6M | -7.9% | -45.0% | +37.1% | +13.7% |
| YTD | -25.4% | -60.9% | +35.5% | +2.1% |
| 1Y | -15.4% | -58.9% | +43.5% | +13.3% |
| 3Y | +83.3% | -74.4% | +157.8% | +184.7% |
| 5Y | -0.8% | -71.5% | +70.7% | +37.4% |
| All | -20.0% | -38.2% | +18.1% | +22.4% |
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