+661.5%
STM vs RCL
+335.6%
+325.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.8% | -5.1% | +10.9% | +7.6% |
| 30D | -1.0% | -19.0% | +18.0% | +6.1% |
| 3M | -33.3% | -9.6% | -23.7% | -31.2% |
| 6M | +57.4% | -6.7% | +64.1% | +59.9% |
| YTD | +102.2% | -3.9% | +106.1% | +100.3% |
| 1Y | +99.6% | -25.1% | +124.7% | +113.6% |
| 3Y | +14.5% | +179.1% | -164.6% | -21.6% |
| 5Y | +21.4% | +243.3% | -221.9% | -26.6% |
| All | +661.5% | +335.6% | +325.9% | +293.3% |
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