+15.4%
STLA vs RL
+356.1%
-340.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.4% |
| 7D | -4.5% | -4.2% | -0.4% | -2.6% |
| 30D | -3.9% | +4.3% | -8.2% | -5.9% |
| 3M | -20.2% | -4.6% | -15.6% | -18.6% |
| 6M | -42.2% | +1.7% | -43.9% | -43.3% |
| YTD | -59.3% | +7.3% | -66.7% | -61.2% |
| 1Y | -56.1% | +20.8% | -76.8% | -60.4% |
| 3Y | -73.7% | +247.0% | -320.6% | -85.8% |
| 5Y | -70.3% | +225.5% | -295.7% | -83.9% |
| All | +15.4% | +356.1% | -340.7% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling