+632.7%
RTX vs STLA
+263.8%
+368.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.9% |
| 7D | -5.2% | +2.6% | -7.7% | -5.6% |
| 30D | -9.4% | -1.2% | -8.1% | -9.3% |
| 3M | +12.3% | -24.8% | +37.1% | +17.8% |
| 6M | -3.1% | -25.6% | +22.4% | +1.4% |
| YTD | +10.7% | -48.9% | +59.6% | +23.1% |
| 1Y | +28.4% | -38.8% | +67.2% | +36.8% |
| 3Y | +147.1% | -64.5% | +211.6% | +182.8% |
| 5Y | +167.2% | -62.4% | +229.7% | +194.6% |
| 10Y | +274.7% | +55.4% | +219.3% | +219.5% |
| All | +632.7% | +263.8% | +368.9% | +495.6% |
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