+1,972.8%
STX vs RRC
+73.1%
+1,899.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | +14.6% | +6.4% | +8.2% | +13.6% |
| 30D | -26.0% | +23.9% | -49.8% | -28.2% |
| 3M | -42.6% | +30.2% | -72.8% | -44.9% |
| 6M | -35.3% | +26.3% | -61.5% | -37.8% |
| YTD | +92.5% | +48.1% | +44.4% | +80.0% |
| 1Y | +102.4% | +37.7% | +64.7% | +91.0% |
| 3Y | +673.8% | +60.3% | +613.5% | +606.3% |
| 5Y | +463.1% | +135.3% | +327.8% | +374.6% |
| All | +1,972.8% | +73.1% | +1,899.8% | +1,319.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling