+66.5%
STX vs RBA
-3.3%
+69.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.4% |
| 7D | -28.5% | +4.3% | -32.8% | -28.0% |
| 30D | -42.9% | +16.3% | -59.2% | -41.9% |
| 3M | -45.9% | +1.3% | -47.2% | -44.9% |
| 6M | -41.3% | -11.1% | -30.2% | -40.8% |
| YTD | +67.9% | -8.5% | +76.4% | +47.8% |
| 1Y | +66.5% | -2.1% | +68.6% | +39.0% |
| All | +66.5% | -3.3% | +69.8% | +39.0% |
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