+17.9%
RRX vs STLA
-63.2%
+81.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -1.8% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -8.0% | -5.2% | -2.8% | -6.4% |
| 3M | -25.1% | -24.9% | -0.2% | -16.4% |
| 6M | -18.3% | -25.2% | +6.9% | -9.1% |
| YTD | +14.2% | -51.4% | +65.6% | +47.0% |
| 1Y | +13.0% | -40.7% | +53.7% | +31.1% |
| 3Y | +4.2% | -66.3% | +70.5% | +48.0% |
| 5Y | +17.9% | -63.2% | +81.1% | +52.7% |
| All | +17.9% | -63.2% | +81.0% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling