+200.9%
RRX vs STLA
-4.1%
+205.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -1.9% |
| 7D | +4.3% | -13.8% | +18.1% | +10.3% |
| 30D | +12.3% | -10.5% | +22.9% | +16.2% |
| 3M | +3.7% | -28.9% | +32.5% | +16.3% |
| 6M | -13.9% | -49.7% | +35.8% | +10.6% |
| YTD | +26.5% | -64.9% | +91.4% | +81.8% |
| 1Y | +29.3% | -64.0% | +93.3% | +83.4% |
| 3Y | +65.6% | -77.4% | +143.0% | +173.0% |
| 5Y | +10.6% | -74.4% | +85.1% | +67.1% |
| All | +200.9% | -4.1% | +205.0% | +202.0% |
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