+444.1%
STM vs RCL
+381.8%
+62.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -7.9% | +8.5% | -16.4% | -10.4% |
| 30D | -14.1% | +20.4% | -34.5% | -19.3% |
| 3M | -17.6% | +11.0% | -28.6% | -20.7% |
| 6M | -24.2% | +24.9% | -49.1% | -30.1% |
| YTD | +73.3% | +23.9% | +49.4% | +57.3% |
| 1Y | +90.1% | +30.8% | +59.3% | +68.9% |
| 3Y | +10.3% | +270.4% | -260.1% | -31.4% |
| 5Y | -5.7% | +296.1% | -301.8% | -45.8% |
| 10Y | +444.1% | +375.0% | +69.1% | +167.2% |
| All | +444.1% | +381.8% | +62.3% | +167.2% |
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