+53.1%
STLA vs RY
+373.9%
-320.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.0% |
| 7D | +2.6% | +3.1% | -0.5% | -0.6% |
| 30D | -1.2% | -0.3% | -0.9% | -1.3% |
| 3M | -24.8% | +8.7% | -33.4% | -31.6% |
| 6M | -25.6% | +28.5% | -54.1% | -43.1% |
| YTD | -48.9% | +25.1% | -74.1% | -60.2% |
| 1Y | -38.8% | +46.3% | -85.1% | -59.4% |
| 3Y | -64.5% | +154.9% | -219.5% | -87.0% |
| 5Y | -62.4% | +140.3% | -202.7% | -85.2% |
| All | +53.1% | +373.9% | -320.8% | -67.8% |
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