+1.5%
STLA vs RY
+351.1%
-349.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -0.9% |
| 7D | -13.8% | +0.6% | -14.3% | -14.3% |
| 30D | -10.5% | +5.0% | -15.6% | -14.7% |
| 3M | -28.9% | -5.3% | -23.6% | -24.9% |
| 6M | -49.7% | +13.8% | -63.6% | -56.4% |
| YTD | -64.9% | +21.0% | -85.9% | -71.6% |
| 1Y | -64.0% | +40.5% | -104.5% | -75.1% |
| 3Y | -77.4% | +159.7% | -237.1% | -91.8% |
| 5Y | -74.4% | +124.3% | -198.8% | -89.1% |
| All | +1.5% | +351.1% | -349.6% | -73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling