+0.8%
STLA vs RBA
+209.3%
-208.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | -11.6% | +0.6% | -12.2% | -11.8% |
| 30D | -6.2% | +9.0% | -15.1% | -9.3% |
| 3M | -24.6% | +7.2% | -31.7% | -26.8% |
| 6M | -44.9% | -7.8% | -37.2% | -43.8% |
| YTD | -62.3% | -6.4% | -55.9% | -62.3% |
| 1Y | -61.8% | -4.2% | -57.6% | -62.2% |
| 3Y | -75.3% | +64.1% | -139.4% | -80.5% |
| 5Y | -72.5% | +48.4% | -120.9% | -78.1% |
| 10Y | +0.8% | +209.9% | -209.2% | -45.7% |
| All | +0.8% | +209.3% | -208.6% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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