+810.7%
RMD vs STLA
+189.9%
+620.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +2.3% | -4.5% | +6.9% | +3.0% |
| 30D | +4.1% | -3.9% | +8.0% | +4.6% |
| 3M | +5.7% | -20.2% | +25.9% | +8.8% |
| 6M | +12.9% | -42.2% | +55.1% | +21.5% |
| YTD | -1.5% | -59.3% | +57.8% | +10.6% |
| 1Y | -4.8% | -56.1% | +51.3% | +5.6% |
| 3Y | +57.5% | -73.7% | +131.1% | +83.9% |
| 5Y | -5.5% | -70.3% | +64.8% | +6.7% |
| 10Y | +357.8% | +23.1% | +334.7% | +336.1% |
| All | +810.7% | +189.9% | +620.8% | +781.7% |
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 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