+21.0%
STM vs RKT
-6.6%
+27.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +5.8% | +2.1% | +3.7% | +5.1% |
| 30D | -1.0% | +1.4% | -2.4% | -1.7% |
| 3M | -33.3% | +6.3% | -39.5% | -34.8% |
| 6M | +57.4% | -15.5% | +72.8% | +61.8% |
| YTD | +102.2% | -27.4% | +129.6% | +113.8% |
| 1Y | +99.6% | -26.6% | +126.2% | +108.3% |
| 3Y | +14.5% | +41.2% | -26.7% | -10.0% |
| All | +21.0% | -6.6% | +27.6% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling