-38.8%
STLA vs RY
+46.1%
-84.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +2.6% | +3.1% | -0.5% | +1.0% |
| 30D | -1.2% | -0.3% | -0.9% | -1.3% |
| 3M | -24.8% | +8.7% | -33.4% | -29.9% |
| 6M | -25.6% | +28.5% | -54.1% | -40.1% |
| YTD | -48.9% | +25.1% | -74.1% | -58.6% |
| 1Y | -38.8% | +46.3% | -85.1% | -62.4% |
| All | -38.8% | +46.1% | -84.8% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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