+56.3%
RMD vs STLA
-64.4%
+120.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | -5.0% | +2.6% | -7.6% | -5.4% |
| 30D | +2.2% | -1.2% | +3.5% | +2.3% |
| 3M | +17.8% | -24.8% | +42.6% | +22.5% |
| 6M | -11.3% | -25.6% | +14.2% | -7.9% |
| YTD | -4.4% | -48.9% | +44.5% | +4.4% |
| 1Y | -15.7% | -38.8% | +23.0% | -11.4% |
| All | +56.3% | -64.4% | +120.7% | +72.2% |
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