+123.8%
STX vs RBA
-2.0%
+125.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.1% | -10.2% | -7.8% |
| 7D | -20.2% | +12.7% | -32.8% | -18.9% |
| 30D | -37.2% | +15.5% | -52.7% | -35.9% |
| 3M | -34.1% | -14.0% | -20.0% | -32.3% |
| 6M | -24.5% | -8.8% | -15.6% | -23.8% |
| YTD | +102.9% | -6.9% | +109.9% | +83.5% |
| 1Y | +123.8% | -3.0% | +126.8% | +97.9% |
| All | +123.8% | -2.0% | +125.8% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling