+289.1%
RRX vs STLA
+150.0%
+139.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.0% |
| 7D | +4.3% | -13.8% | +18.1% | +8.7% |
| 30D | +12.3% | -10.5% | +22.9% | +15.2% |
| 3M | +3.7% | -28.9% | +32.5% | +12.9% |
| 6M | -13.9% | -49.7% | +35.8% | +3.4% |
| YTD | +26.5% | -64.9% | +91.4% | +64.7% |
| 1Y | +29.3% | -64.0% | +93.3% | +66.9% |
| 3Y | +65.6% | -77.4% | +143.0% | +137.9% |
| 5Y | +10.6% | -74.4% | +85.1% | +50.7% |
| 10Y | +202.9% | -6.4% | +209.2% | +206.8% |
| All | +289.1% | +150.0% | +139.2% | +268.6% |
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