-38.8%
STLA vs RL
+13.6%
-52.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.8% | +0.2% |
| 7D | +2.6% | -0.8% | +3.4% | +3.0% |
| 30D | -1.2% | -7.8% | +6.5% | +3.0% |
| 3M | -24.8% | -4.0% | -20.8% | -23.6% |
| 6M | -25.6% | -1.9% | -23.7% | -25.5% |
| YTD | -48.9% | -0.2% | -48.8% | -49.7% |
| 1Y | -38.8% | +10.7% | -49.4% | -46.4% |
| All | -38.8% | +13.6% | -52.3% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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