+2,071.0%
STX vs RL
+397.7%
+1,673.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.8% | +4.0% | +7.6% |
| 7D | -14.8% | +0.2% | -15.0% | -14.6% |
| 30D | -35.4% | +7.3% | -42.7% | -36.9% |
| 3M | -37.7% | +1.0% | -38.7% | -38.0% |
| 6M | -35.2% | +11.8% | -47.0% | -38.4% |
| YTD | +84.4% | +13.6% | +70.8% | +73.9% |
| 1Y | +82.3% | +24.0% | +58.2% | +66.4% |
| 3Y | +646.2% | +256.6% | +389.6% | +361.3% |
| 5Y | +487.4% | +240.2% | +247.2% | +259.0% |
| 10Y | +2,071.0% | +373.0% | +1,698.1% | +1,143.4% |
| All | +2,071.0% | +397.7% | +1,673.4% | +1,143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling