+2,108.4%
STX vs RL
+347.1%
+1,761.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.4% | +11.4% | +10.5% |
| 7D | -1.0% | -4.4% | +3.4% | +1.1% |
| 30D | -26.8% | +5.6% | -32.3% | -28.1% |
| 3M | -32.7% | -0.6% | -32.1% | -32.6% |
| 6M | -33.7% | +15.5% | -49.2% | -37.7% |
| YTD | +101.0% | +12.3% | +88.7% | +90.2% |
| 1Y | +92.7% | +19.3% | +73.4% | +78.3% |
| 3Y | +708.7% | +255.5% | +453.2% | +401.0% |
| 5Y | +504.0% | +247.1% | +257.0% | +267.7% |
| 10Y | +2,108.4% | +346.0% | +1,762.3% | +1,169.7% |
| All | +2,108.4% | +347.1% | +1,761.2% | +1,169.7% |
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