-24.1%
RKT vs STLA
-44.0%
+19.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.1% | +1.0% | -2.8% |
| 7D | -7.5% | -13.1% | +5.6% | -2.6% |
| 30D | +26.6% | -13.3% | +39.9% | +32.8% |
| 3M | -2.4% | -27.9% | +25.4% | +9.2% |
| 6M | -7.4% | -47.8% | +40.5% | +16.6% |
| YTD | -29.2% | -64.6% | +35.4% | +0.4% |
| 1Y | -23.5% | -64.0% | +40.5% | +7.5% |
| 3Y | +73.9% | -76.8% | +150.8% | +180.1% |
| 5Y | -6.6% | -74.2% | +67.5% | +34.0% |
| All | -24.1% | -44.0% | +19.9% | +20.4% |
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