+823.2%
RMD vs STLA
+168.9%
+654.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.4% |
| 7D | -0.8% | -11.6% | +10.8% | +1.0% |
| 30D | +1.7% | -6.2% | +7.8% | +2.5% |
| 3M | +6.4% | -24.6% | +31.0% | +10.5% |
| 6M | +20.7% | -44.9% | +65.6% | +30.8% |
| YTD | -0.2% | -62.3% | +62.1% | +13.3% |
| 1Y | -4.5% | -61.8% | +57.3% | +8.0% |
| 3Y | +70.5% | -75.3% | +145.9% | +101.1% |
| 5Y | -1.6% | -72.5% | +70.9% | +12.4% |
| 10Y | +342.7% | +0.8% | +341.9% | +329.9% |
| All | +823.2% | +168.9% | +654.3% | +803.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling