+98.3%
STM vs RCL
+25.0%
+73.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +12.0% | -1.2% | +13.2% | +12.4% |
| 30D | -0.4% | +17.8% | -18.2% | -5.0% |
| 3M | -13.2% | +4.9% | -18.1% | -14.4% |
| 6M | -26.1% | +23.7% | -49.8% | -30.3% |
| YTD | +81.2% | +17.8% | +63.4% | +68.9% |
| 1Y | +98.3% | +28.9% | +69.4% | +80.4% |
| All | +98.3% | +25.0% | +73.3% | +80.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling