+19.8%
STLA vs RRC
+63.1%
-43.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -6.4% | -10.3% | +4.0% | -4.8% |
| 30D | -1.3% | +19.5% | -20.8% | -4.4% |
| 3M | -19.9% | +27.9% | -47.8% | -23.3% |
| 6M | -42.9% | +21.2% | -64.1% | -44.9% |
| YTD | -59.4% | +39.6% | -99.0% | -62.0% |
| 1Y | -56.8% | +31.3% | -88.1% | -59.2% |
| 3Y | -73.1% | +51.9% | -125.0% | -75.4% |
| 5Y | -70.1% | +110.2% | -180.2% | -74.8% |
| 10Y | +19.8% | +56.7% | -36.9% | -12.0% |
| All | +19.8% | +63.1% | -43.3% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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