-25.7%
RKT vs STLA
-23.3%
-2.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.1% |
| 7D | -1.0% | +0.4% | -1.3% | -1.1% |
| 30D | -2.4% | -5.2% | +2.8% | -0.6% |
| 3M | +1.9% | -24.9% | +26.8% | +12.7% |
| 6M | -13.9% | -25.2% | +11.3% | -4.2% |
| YTD | -30.6% | -51.4% | +20.8% | -11.8% |
| 1Y | -34.4% | -40.7% | +6.3% | -24.0% |
| 3Y | +38.2% | -66.3% | +104.4% | +94.9% |
| 5Y | -9.7% | -63.2% | +53.6% | +15.3% |
| All | -25.7% | -23.3% | -2.4% | +5.8% |
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