+258.5%
RRX vs STLA
+263.8%
-5.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +3.4% | +2.6% | +0.9% | +2.7% |
| 30D | -11.1% | -1.2% | -9.9% | -11.1% |
| 3M | -23.7% | -24.8% | +1.0% | -17.6% |
| 6M | -22.0% | -25.6% | +3.6% | -15.5% |
| YTD | +16.5% | -48.9% | +65.4% | +37.6% |
| 1Y | +11.5% | -38.8% | +50.3% | +24.1% |
| 3Y | +1.5% | -64.5% | +66.1% | +29.2% |
| 5Y | +18.3% | -62.4% | +80.7% | +45.6% |
| 10Y | +209.8% | +55.4% | +154.4% | +178.5% |
| All | +258.5% | +263.8% | -5.4% | +207.9% |
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