-74.5%
STLA vs RBA
+45.7%
-120.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.3% |
| 7D | -13.8% | +1.7% | -15.5% | -14.2% |
| 30D | -10.5% | +8.3% | -18.9% | -12.9% |
| 3M | -28.9% | +10.5% | -39.4% | -31.3% |
| 6M | -49.7% | -5.9% | -43.9% | -49.2% |
| YTD | -64.9% | -6.9% | -58.1% | -64.9% |
| 1Y | -64.0% | -4.9% | -59.2% | -64.3% |
| 3Y | -77.4% | +64.5% | -141.9% | -81.5% |
| All | -74.5% | +45.7% | -120.2% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling