-57.3%
STLA vs RBA
-4.2%
-53.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.6% |
| 7D | -6.4% | +2.5% | -8.9% | -6.7% |
| 30D | -1.3% | +11.6% | -12.9% | -3.0% |
| 3M | -19.9% | +1.5% | -21.4% | -20.2% |
| 6M | -42.9% | -6.6% | -36.3% | -42.3% |
| YTD | -59.4% | -6.3% | -53.2% | -62.4% |
| All | -57.3% | -4.2% | -53.2% | -61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling