-57.3%
STLA vs RRC
+28.5%
-85.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -6.4% | -10.3% | +4.0% | -6.8% |
| 30D | -1.3% | +19.5% | -20.8% | -0.4% |
| 3M | -19.9% | +27.9% | -47.8% | -18.5% |
| 6M | -42.9% | +21.2% | -64.1% | -42.5% |
| YTD | -59.4% | +39.6% | -99.0% | -59.7% |
| All | -57.3% | +28.5% | -85.9% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling