+1,883.6%
STX vs RL
+356.1%
+1,527.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -28.5% | -4.2% | -24.3% | -27.2% |
| 30D | -42.9% | +4.3% | -47.2% | -43.7% |
| 3M | -45.9% | -4.6% | -41.3% | -45.1% |
| 6M | -41.3% | +1.7% | -43.0% | -42.3% |
| YTD | +67.9% | +7.3% | +60.6% | +61.6% |
| 1Y | +66.5% | +20.8% | +45.7% | +53.4% |
| 3Y | +588.0% | +247.0% | +341.0% | +329.6% |
| 5Y | +449.1% | +225.5% | +223.6% | +241.2% |
| All | +1,883.6% | +356.1% | +1,527.6% | +1,050.7% |
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