+263.8%
STLA vs RBA
+474.7%
-210.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +2.6% | -2.9% | +5.5% | +3.6% |
| 30D | -1.2% | -12.3% | +11.1% | +3.0% |
| 3M | -24.8% | -20.5% | -4.2% | -19.4% |
| 6M | -25.6% | -18.5% | -7.0% | -21.0% |
| YTD | -48.9% | -18.2% | -30.7% | -46.4% |
| 1Y | -38.8% | -27.5% | -11.3% | -33.2% |
| 3Y | -64.5% | +38.1% | -102.6% | -69.1% |
| 5Y | -62.4% | +44.8% | -107.2% | -68.6% |
| 10Y | +55.4% | +187.1% | -131.7% | +0.8% |
| All | +263.8% | +474.7% | -210.9% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling