+263.8%
STLA vs RRC
-3.7%
+267.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | +2.6% | +1.3% | +1.3% | +2.4% |
| 30D | -1.2% | +10.1% | -11.4% | -2.7% |
| 3M | -24.8% | +4.0% | -28.8% | -25.3% |
| 6M | -25.6% | +1.6% | -27.2% | -26.1% |
| YTD | -48.9% | +19.7% | -68.7% | -50.8% |
| 1Y | -38.8% | +21.4% | -60.2% | -41.2% |
| 3Y | -64.5% | +29.7% | -94.2% | -66.6% |
| 5Y | -62.4% | +153.9% | -216.3% | -69.1% |
| 10Y | +55.4% | +10.8% | +44.6% | +25.0% |
| All | +263.8% | -3.7% | +267.5% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling