+75.2%
STX vs RL
+21.1%
+54.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -17.3% | +1.3% | -18.6% | -17.3% |
| 30D | -35.9% | +7.6% | -43.6% | -37.4% |
| 3M | -37.3% | -1.5% | -35.8% | -36.6% |
| 6M | -35.8% | +12.1% | -47.9% | -39.8% |
| YTD | +82.7% | +13.9% | +68.8% | +64.4% |
| All | +75.2% | +21.1% | +54.1% | +50.4% |
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