+303.0%
RRX vs STLA
+168.9%
+134.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.5% |
| 7D | +5.4% | -11.6% | +17.0% | +9.1% |
| 30D | +12.0% | -6.2% | +18.2% | +13.4% |
| 3M | +6.1% | -24.6% | +30.7% | +13.7% |
| 6M | -13.2% | -44.9% | +31.7% | +1.6% |
| YTD | +31.0% | -62.3% | +93.2% | +67.2% |
| 1Y | +38.8% | -61.8% | +100.6% | +76.2% |
| 3Y | +70.3% | -75.3% | +145.6% | +138.8% |
| 5Y | +15.5% | -72.5% | +88.0% | +54.2% |
| 10Y | +213.7% | +0.8% | +212.9% | +211.4% |
| All | +303.0% | +168.9% | +134.1% | +274.1% |
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