+443.6%
STX vs RRC
+110.6%
+333.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.7% |
| 7D | -28.5% | -10.8% | -17.7% | -27.0% |
| 30D | -42.9% | +22.3% | -65.2% | -44.9% |
| 3M | -45.9% | +26.6% | -72.5% | -48.3% |
| 6M | -41.3% | +18.9% | -60.2% | -43.4% |
| YTD | +67.9% | +39.2% | +28.7% | +55.8% |
| 1Y | +66.5% | +34.0% | +32.6% | +55.3% |
| 3Y | +588.0% | +42.0% | +546.0% | +523.5% |
| All | +443.6% | +110.6% | +333.0% | +346.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling