+380.4%
RCL vs STT
+204.5%
+175.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | +6.5% | -2.5% | +9.0% | +8.6% |
| 30D | +15.9% | -5.0% | +20.8% | +20.6% |
| 3M | +2.7% | -10.5% | +13.1% | +11.7% |
| 6M | +15.2% | +10.0% | +5.2% | +5.5% |
| YTD | +19.2% | +30.7% | -11.4% | -5.2% |
| 1Y | +31.6% | +43.8% | -12.2% | -3.0% |
| 3Y | +274.2% | +168.1% | +106.1% | +65.0% |
| 5Y | +250.1% | +101.4% | +148.7% | +86.1% |
| All | +380.4% | +204.5% | +175.9% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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