+496.2%
RVMD vs STLA
-54.3%
+550.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -10.4% | -13.8% | +3.4% | -6.5% |
| 30D | -11.0% | -10.5% | -0.4% | -8.3% |
| 3M | -14.7% | -28.9% | +14.2% | -7.0% |
| 6M | +14.9% | -49.7% | +64.6% | +38.0% |
| YTD | +116.3% | -64.9% | +181.2% | +183.7% |
| 1Y | +167.6% | -64.0% | +231.6% | +246.5% |
| 3Y | +776.8% | -77.4% | +854.2% | +1,164.8% |
| 5Y | +424.8% | -74.4% | +499.2% | +592.8% |
| All | +496.2% | -54.3% | +550.5% | +453.0% |
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