+422.5%
STM vs RL
+397.7%
+24.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.8% | +0.9% | +4.2% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -14.4% | +7.3% | -21.8% | -16.9% |
| 3M | -20.5% | +1.0% | -21.5% | -21.1% |
| 6M | -24.5% | +11.8% | -36.3% | -28.6% |
| YTD | +72.7% | +13.6% | +59.1% | +62.0% |
| 1Y | +91.0% | +24.0% | +67.0% | +72.2% |
| 3Y | +13.5% | +256.6% | -243.1% | -35.4% |
| 5Y | -9.2% | +240.2% | -249.4% | -48.6% |
| 10Y | +422.5% | +373.0% | +49.6% | +163.8% |
| All | +422.5% | +397.7% | +24.9% | +163.8% |
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