+104.2%
RKT vs STLA
-73.7%
+177.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +10.3% | -6.4% | +16.7% | +12.8% |
| 30D | +32.3% | -1.3% | +33.7% | +32.4% |
| 3M | +10.7% | -19.9% | +30.6% | +18.6% |
| 6M | -3.2% | -42.9% | +39.7% | +16.4% |
| YTD | -21.5% | -59.4% | +37.9% | +3.1% |
| 1Y | -6.0% | -56.8% | +50.8% | +20.5% |
| 3Y | +104.2% | -73.1% | +177.3% | +168.5% |
| All | +104.2% | -73.7% | +177.9% | +168.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling