-71.5%
STLA vs RY
+123.9%
-195.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.5% | -4.4% |
| 7D | -4.9% | -0.6% | -4.3% | -4.3% |
| 30D | -4.9% | +6.1% | -11.1% | -10.1% |
| 3M | -23.7% | -3.4% | -20.3% | -21.2% |
| 6M | -45.0% | +12.8% | -57.8% | -51.8% |
| YTD | -60.9% | +21.0% | -81.9% | -68.4% |
| 1Y | -58.9% | +40.5% | -99.3% | -71.6% |
| 3Y | -74.4% | +159.9% | -234.3% | -90.8% |
| 5Y | -71.5% | +125.0% | -196.5% | -87.9% |
| All | -71.5% | +123.9% | -195.5% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling