-27.8%
STM vs RCL
+18.1%
-45.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.1% | +3.8% |
| 7D | -10.7% | +6.5% | -17.2% | -13.1% |
| 30D | -25.7% | +15.9% | -41.6% | -30.3% |
| 3M | -21.6% | +2.7% | -24.2% | -21.2% |
| 6M | -27.8% | +15.2% | -43.0% | -31.9% |
| All | -27.8% | +18.1% | -45.9% | -31.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling