+10.3%
STM vs RCL
+278.1%
-267.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -7.9% | +8.5% | -16.4% | -11.0% |
| 30D | -14.1% | +20.4% | -34.5% | -20.5% |
| 3M | -17.6% | +11.0% | -28.6% | -21.3% |
| 6M | -24.2% | +24.9% | -49.1% | -31.4% |
| YTD | +73.3% | +23.9% | +49.4% | +52.3% |
| 1Y | +90.1% | +30.8% | +59.3% | +61.8% |
| 3Y | +10.3% | +270.4% | -260.1% | -41.3% |
| All | +10.3% | +278.1% | -267.8% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling