+189.9%
STLA vs RRC
+12.0%
+177.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.2% |
| 7D | -4.5% | -10.8% | +6.3% | -2.9% |
| 30D | -3.9% | +22.3% | -26.2% | -7.2% |
| 3M | -20.2% | +26.6% | -46.8% | -23.4% |
| 6M | -42.2% | +18.9% | -61.1% | -44.1% |
| YTD | -59.3% | +39.2% | -98.5% | -61.8% |
| 1Y | -56.1% | +34.0% | -90.0% | -58.5% |
| 3Y | -73.7% | +42.0% | -115.7% | -75.6% |
| 5Y | -70.3% | +111.9% | -182.2% | -75.0% |
| 10Y | +23.1% | +62.8% | -39.7% | -6.7% |
| All | +189.9% | +12.0% | +177.9% | +108.4% |
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 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