+2,025.5%
STM vs RCL
+3,659.4%
-1,633.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.4% | +1.9% |
| 7D | +16.3% | -0.2% | +16.5% | +16.4% |
| 30D | -6.3% | +14.4% | -20.7% | -10.8% |
| 3M | -14.1% | +5.2% | -19.3% | -16.1% |
| 6M | -19.6% | +26.1% | -45.7% | -26.6% |
| YTD | +80.1% | +17.4% | +62.8% | +65.2% |
| 1Y | +95.4% | +24.7% | +70.7% | +74.7% |
| 3Y | +14.7% | +250.9% | -236.2% | -30.9% |
| 5Y | -5.4% | +293.8% | -299.2% | -48.8% |
| 10Y | +465.5% | +342.4% | +123.2% | +131.2% |
| All | +2,025.5% | +3,659.4% | -1,633.9% | +183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling