+268.2%
RMD vs STLA
+48.0%
+220.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.5% |
| 7D | -4.5% | +0.7% | -5.2% | -4.6% |
| 30D | +4.6% | -2.4% | +7.0% | +5.0% |
| 3M | +14.8% | -23.9% | +38.6% | +21.1% |
| 6M | -12.1% | -24.6% | +12.5% | -7.4% |
| YTD | -7.5% | -50.5% | +43.0% | +5.3% |
| 1Y | -20.1% | -39.8% | +19.8% | -13.6% |
| 3Y | +53.9% | -65.6% | +119.5% | +82.7% |
| 5Y | -22.2% | -62.1% | +39.9% | -12.2% |
| 10Y | +268.2% | +47.8% | +220.5% | +223.7% |
| All | +268.2% | +48.0% | +220.2% | +223.7% |
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