+463.1%
STM vs RL
+347.1%
+116.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.1% |
| 7D | +1.4% | -4.4% | +5.8% | +3.7% |
| 30D | -8.4% | +5.6% | -13.9% | -10.4% |
| 3M | -15.8% | -0.6% | -15.2% | -15.8% |
| 6M | -22.8% | +15.5% | -38.3% | -28.0% |
| YTD | +79.4% | +12.3% | +67.0% | +69.0% |
| 1Y | +97.0% | +19.3% | +77.7% | +80.5% |
| 3Y | +14.2% | +255.5% | -241.3% | -35.1% |
| 5Y | -4.5% | +247.1% | -251.5% | -46.4% |
| 10Y | +463.1% | +346.0% | +117.0% | +190.8% |
| All | +463.1% | +347.1% | +116.0% | +190.8% |
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