+16,011.1%
STX vs RL
+1,988.7%
+14,022.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | -8.2% | -4.0% | -4.2% | -7.4% |
| 6M | +127.0% | -1.9% | +128.9% | +126.5% |
| YTD | +209.1% | -0.2% | +209.3% | +205.2% |
| 1Y | +365.4% | +10.7% | +354.8% | +338.9% |
| 3Y | +1,135.4% | +210.8% | +924.6% | +637.9% |
| 5Y | +991.5% | +238.2% | +753.3% | +511.8% |
| 10Y | +3,695.8% | +313.4% | +3,382.4% | +1,604.8% |
| All | +16,011.1% | +1,988.7% | +14,022.4% | +2,539.3% |
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