+8,652.1%
STX vs RL
+2,145.9%
+6,506.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -28.5% | -4.2% | -24.3% | -27.1% |
| 30D | -42.9% | +4.3% | -47.2% | -43.9% |
| 3M | -45.9% | -4.6% | -41.3% | -45.0% |
| 6M | -41.3% | +1.7% | -43.0% | -42.4% |
| YTD | +67.9% | +7.3% | +60.6% | +60.6% |
| 1Y | +66.5% | +20.8% | +45.7% | +51.5% |
| 3Y | +588.0% | +247.0% | +341.0% | +292.7% |
| 5Y | +449.1% | +225.5% | +223.6% | +213.2% |
| 10Y | +1,982.8% | +363.0% | +1,619.8% | +790.2% |
| All | +8,652.1% | +2,145.9% | +6,506.2% | +1,289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling