-74.2%
STLA vs RL
+243.2%
-317.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.6% |
| 7D | -13.1% | +2.4% | -15.4% | -14.3% |
| 30D | -13.3% | +4.6% | -17.8% | -15.5% |
| 3M | -27.9% | -1.1% | -26.7% | -27.7% |
| 6M | -47.8% | +16.5% | -64.4% | -52.8% |
| YTD | -64.6% | +11.4% | -76.0% | -67.2% |
| 1Y | -64.0% | +16.1% | -80.1% | -67.5% |
| 3Y | -76.8% | +252.6% | -329.4% | -89.4% |
| 5Y | -74.2% | +244.9% | -319.0% | -88.1% |
| All | -74.2% | +243.2% | -317.3% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling