+190.5%
STLA vs RY
+627.2%
-436.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -2.2% |
| 7D | -5.5% | -1.1% | -4.4% | -4.6% |
| 30D | -3.7% | +4.4% | -8.1% | -6.9% |
| 3M | -21.1% | -2.9% | -18.2% | -19.3% |
| 6M | -38.3% | +15.6% | -53.9% | -45.5% |
| YTD | -59.2% | +21.8% | -81.0% | -65.7% |
| 1Y | -56.7% | +42.6% | -99.3% | -68.0% |
| 3Y | -74.3% | +160.9% | -235.2% | -88.4% |
| 5Y | -70.2% | +126.1% | -196.3% | -84.7% |
| 10Y | +23.4% | +371.7% | -348.4% | -60.2% |
| All | +190.5% | +627.2% | -436.7% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling