+588.0%
STX vs RL
+240.1%
+347.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -28.5% | -4.2% | -24.3% | -26.9% |
| 30D | -42.9% | +4.3% | -47.2% | -43.8% |
| 3M | -45.9% | -4.6% | -41.3% | -44.9% |
| 6M | -41.3% | +1.7% | -43.0% | -42.5% |
| YTD | +67.9% | +7.3% | +60.6% | +59.5% |
| 1Y | +66.5% | +20.8% | +45.7% | +49.8% |
| 3Y | +588.0% | +247.0% | +341.0% | +335.6% |
| All | +588.0% | +240.1% | +347.9% | +335.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling