+463.1%
STM vs RCL
+368.0%
+95.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.0% |
| 7D | +1.4% | +0.6% | +0.8% | +1.4% |
| 30D | -8.4% | +19.4% | -27.8% | -13.7% |
| 3M | -15.8% | +9.8% | -25.6% | -18.7% |
| 6M | -22.8% | +28.6% | -51.5% | -29.5% |
| YTD | +79.4% | +22.2% | +57.2% | +63.6% |
| 1Y | +97.0% | +29.7% | +67.3% | +75.5% |
| 3Y | +14.2% | +265.3% | -251.1% | -28.6% |
| 5Y | -4.5% | +301.8% | -306.2% | -45.3% |
| 10Y | +463.1% | +360.5% | +102.6% | +177.6% |
| All | +463.1% | +368.0% | +95.1% | +177.6% |
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