+189.9%
STLA vs RBA
+543.4%
-353.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -4.5% | +4.3% | -8.8% | -5.8% |
| 30D | -3.9% | +16.3% | -20.2% | -8.7% |
| 3M | -20.2% | +1.3% | -21.5% | -20.8% |
| 6M | -42.2% | -11.1% | -31.1% | -40.5% |
| YTD | -59.3% | -8.5% | -50.9% | -59.0% |
| 1Y | -56.1% | -2.1% | -53.9% | -56.7% |
| 3Y | -73.7% | +44.6% | -118.2% | -77.4% |
| 5Y | -70.3% | +36.8% | -107.1% | -74.7% |
| 10Y | +23.1% | +227.3% | -204.2% | -23.6% |
| All | +189.9% | +543.4% | -353.5% | +63.2% |
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