+1,184.4%
STX vs RL
+212.5%
+971.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +5.5% |
| 7D | +2.4% | -0.8% | +3.2% | +2.7% |
| 30D | +1.4% | -7.8% | +9.2% | +4.7% |
| 3M | -8.2% | -4.0% | -4.2% | -7.5% |
| 6M | +127.0% | -1.9% | +128.9% | +125.0% |
| YTD | +209.1% | -0.2% | +209.3% | +202.9% |
| 1Y | +365.4% | +10.7% | +354.8% | +334.4% |
| All | +1,184.4% | +212.5% | +971.9% | +771.1% |
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