+698.5%
STX vs RL
+254.6%
+443.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +16.8% | +2.4% | +14.5% | +15.7% |
| 30D | -27.0% | +4.6% | -31.6% | -28.2% |
| 3M | -37.9% | -1.1% | -36.8% | -37.6% |
| 6M | -32.5% | +16.5% | -49.0% | -37.8% |
| YTD | +98.6% | +11.4% | +87.2% | +85.5% |
| 1Y | +93.6% | +16.1% | +77.5% | +77.4% |
| All | +698.5% | +254.6% | +443.9% | +401.6% |
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