+19.8%
STLA vs RL
+397.7%
-377.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.1% | -3.0% |
| 7D | -6.4% | +0.2% | -6.6% | -6.6% |
| 30D | -1.3% | +7.3% | -8.7% | -4.8% |
| 3M | -19.9% | +1.0% | -21.0% | -20.6% |
| 6M | -42.9% | +11.8% | -54.7% | -46.5% |
| YTD | -59.4% | +13.6% | -73.0% | -62.3% |
| 1Y | -56.8% | +24.0% | -80.9% | -61.6% |
| 3Y | -73.1% | +256.6% | -329.6% | -85.7% |
| 5Y | -70.1% | +240.2% | -310.3% | -84.2% |
| 10Y | +19.8% | +373.0% | -353.2% | -46.8% |
| All | +19.8% | +397.7% | -377.9% | -46.8% |
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