+588.0%
STX vs RBA
+42.3%
+545.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -28.5% | +4.3% | -32.8% | -28.9% |
| 30D | -42.9% | +16.3% | -59.2% | -44.2% |
| 3M | -45.9% | +1.3% | -47.2% | -45.9% |
| 6M | -41.3% | -11.1% | -30.2% | -40.4% |
| YTD | +67.9% | -8.5% | +76.4% | +66.5% |
| 1Y | +66.5% | -2.1% | +68.6% | +61.5% |
| 3Y | +588.0% | +44.6% | +543.4% | +498.3% |
| All | +588.0% | +42.3% | +545.7% | +498.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling