+96.5%
STM vs RKT
-9.4%
+105.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.7% | -14.7% | -7.8% |
| 7D | -6.0% | +29.7% | -35.8% | -11.5% |
| 30D | -20.9% | +28.5% | -49.5% | -25.5% |
| 3M | -15.8% | +6.4% | -22.1% | -17.0% |
| 6M | -17.0% | +7.1% | -24.2% | -19.5% |
| YTD | +76.8% | -22.5% | +99.3% | +77.7% |
| 1Y | +96.5% | -10.4% | +106.9% | +91.6% |
| All | +96.5% | -9.4% | +105.9% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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