+2,071.0%
STX vs RBA
+236.6%
+1,834.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.4% | +9.2% |
| 7D | -14.8% | +2.5% | -17.3% | -15.2% |
| 30D | -35.4% | +11.6% | -46.9% | -37.2% |
| 3M | -37.7% | +1.5% | -39.2% | -38.2% |
| 6M | -35.2% | -6.6% | -28.6% | -35.2% |
| YTD | +84.4% | -6.3% | +90.6% | +83.1% |
| 1Y | +82.3% | -4.0% | +86.2% | +79.9% |
| 3Y | +646.2% | +47.3% | +599.0% | +545.8% |
| 5Y | +487.4% | +47.7% | +439.8% | +396.2% |
| 10Y | +2,071.0% | +224.7% | +1,846.3% | +1,338.3% |
| All | +2,071.0% | +236.6% | +1,834.5% | +1,338.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling