+605.1%
RVMD vs STLA
-35.4%
+640.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.5% |
| 7D | -3.0% | -2.9% | -0.1% | -2.2% |
| 30D | -0.7% | +0.9% | -1.7% | -1.4% |
| 3M | +36.5% | -21.6% | +58.2% | +45.4% |
| 6M | +104.6% | -21.6% | +126.2% | +116.4% |
| YTD | +155.8% | -50.4% | +206.2% | +206.0% |
| 1Y | +340.7% | -43.6% | +384.3% | +397.4% |
| 3Y | +519.9% | -66.4% | +586.3% | +698.8% |
| 5Y | +584.9% | -62.3% | +647.2% | +707.0% |
| All | +605.1% | -35.4% | +640.5% | +496.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling