+123.8%
STX vs RL
+34.3%
+89.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.5% | -12.6% | -9.8% |
| 7D | -20.2% | +5.8% | -26.0% | -22.0% |
| 30D | -37.2% | +12.7% | -49.9% | -40.3% |
| 3M | -34.1% | +9.3% | -43.4% | -36.7% |
| 6M | -24.5% | +16.9% | -41.4% | -31.1% |
| YTD | +102.9% | +17.5% | +85.5% | +78.5% |
| 1Y | +123.8% | +34.6% | +89.2% | +67.4% |
| All | +123.8% | +34.3% | +89.5% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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