+465.1%
STM vs RL
+337.1%
+128.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.1% |
| 7D | +12.0% | +2.6% | +9.4% | +10.8% |
| 30D | -0.4% | +2.9% | -3.3% | -1.5% |
| 3M | -13.2% | 0.0% | -13.2% | -13.4% |
| 6M | -26.1% | +17.1% | -43.2% | -31.5% |
| YTD | +81.2% | +10.1% | +71.1% | +72.2% |
| 1Y | +98.3% | +17.3% | +81.0% | +83.1% |
| 3Y | +16.7% | +249.3% | -232.6% | -33.2% |
| 5Y | -4.8% | +240.9% | -245.7% | -46.2% |
| All | +465.1% | +337.1% | +128.0% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling