+16.7%
STM vs RKT
+75.2%
-58.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | -9.0% | +21.0% | +14.0% |
| 30D | -0.4% | +30.2% | -30.6% | -6.1% |
| 3M | -13.2% | -8.8% | -4.3% | -12.1% |
| 6M | -26.1% | -0.9% | -25.1% | -26.9% |
| YTD | +81.2% | -29.2% | +110.4% | +88.3% |
| 1Y | +98.3% | -20.1% | +118.4% | +100.9% |
| 3Y | +16.7% | +81.3% | -64.6% | -6.3% |
| All | +16.7% | +75.2% | -58.5% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling