+392.6%
STM vs RL
+356.1%
+36.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.0% |
| 7D | -10.7% | -4.2% | -6.6% | -9.0% |
| 30D | -25.7% | +4.3% | -30.0% | -27.1% |
| 3M | -21.6% | -4.6% | -17.0% | -20.2% |
| 6M | -27.8% | +1.7% | -29.5% | -28.9% |
| YTD | +61.8% | +7.3% | +54.4% | +55.5% |
| 1Y | +78.1% | +20.8% | +57.3% | +62.3% |
| 3Y | +4.9% | +247.0% | -242.1% | -39.6% |
| 5Y | -14.3% | +225.5% | -239.7% | -50.5% |
| All | +392.6% | +356.1% | +36.5% | +155.3% |
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