+4.9%
STM vs RCL
+266.4%
-261.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.1% | +3.9% |
| 7D | -10.7% | +6.5% | -17.2% | -13.2% |
| 30D | -25.7% | +15.9% | -41.6% | -30.2% |
| 3M | -21.6% | +2.7% | -24.2% | -22.7% |
| 6M | -27.8% | +15.2% | -43.0% | -32.5% |
| YTD | +61.8% | +19.2% | +42.5% | +44.4% |
| 1Y | +78.1% | +31.6% | +46.5% | +50.6% |
| 3Y | +4.9% | +274.2% | -269.3% | -45.6% |
| All | +4.9% | +266.4% | -261.5% | -45.6% |
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 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