+345.6%
RCL vs STT
+269.9%
+75.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -5.1% | +0.5% | -5.6% | -5.5% |
| 30D | -19.0% | +3.9% | -22.9% | -21.5% |
| 3M | -9.6% | +20.0% | -29.5% | -22.4% |
| 6M | -6.7% | +55.3% | -62.0% | -34.9% |
| YTD | -3.9% | +53.3% | -57.3% | -32.5% |
| 1Y | -25.1% | +74.7% | -99.8% | -52.7% |
| 3Y | +179.1% | +205.8% | -26.7% | +11.3% |
| 5Y | +243.3% | +145.0% | +98.3% | +55.5% |
| All | +345.6% | +269.9% | +75.7% | +49.7% |
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