+354.4%
RMD vs STLA
-3.1%
+357.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +1.7% |
| 7D | +0.1% | -13.1% | +13.2% | +3.0% |
| 30D | +1.9% | -13.3% | +15.2% | +4.7% |
| 3M | +6.3% | -27.9% | +34.2% | +13.2% |
| 6M | +18.2% | -47.8% | +66.1% | +34.3% |
| YTD | +0.3% | -64.6% | +64.8% | +22.1% |
| 1Y | -4.3% | -64.0% | +59.7% | +16.0% |
| 3Y | +71.3% | -76.8% | +148.1% | +121.5% |
| 5Y | -1.8% | -74.2% | +72.4% | +20.2% |
| All | +354.4% | -3.1% | +357.5% | +344.6% |
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