+30.8%
RCL vs STT
+48.0%
-17.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.6% |
| 7D | +8.5% | +1.1% | +7.4% | +7.8% |
| 30D | +20.4% | -1.9% | +22.3% | +21.7% |
| 3M | +11.0% | -7.6% | +18.6% | +16.0% |
| 6M | +24.9% | +16.0% | +8.9% | +9.4% |
| YTD | +23.9% | +36.2% | -12.3% | -6.3% |
| 1Y | +30.8% | +46.8% | -16.0% | -5.6% |
| All | +30.8% | +48.0% | -17.2% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling