+465.1%
STM vs RCL
+340.1%
+124.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +12.0% | -1.2% | +13.2% | +12.4% |
| 30D | -0.4% | +17.8% | -18.2% | -5.8% |
| 3M | -13.2% | +4.9% | -18.1% | -14.9% |
| 6M | -26.1% | +23.7% | -49.8% | -31.6% |
| YTD | +81.2% | +17.8% | +63.4% | +67.2% |
| 1Y | +98.3% | +28.9% | +69.4% | +77.0% |
| 3Y | +16.7% | +241.9% | -225.2% | -25.5% |
| 5Y | -4.8% | +295.4% | -300.2% | -45.2% |
| All | +465.1% | +340.1% | +124.9% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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