-73.7%
STLA vs RY
+155.6%
-229.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.9% |
| 7D | -4.5% | -0.9% | -3.6% | -3.7% |
| 30D | -3.9% | +5.9% | -9.8% | -8.3% |
| 3M | -20.2% | -4.3% | -15.9% | -17.2% |
| 6M | -42.2% | +12.1% | -54.3% | -48.8% |
| YTD | -59.3% | +20.3% | -79.6% | -66.6% |
| 1Y | -56.1% | +41.0% | -97.1% | -69.5% |
| 3Y | -73.7% | +157.5% | -231.2% | -89.4% |
| All | -73.7% | +155.6% | -229.2% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling