+444.1%
STM vs RL
+369.1%
+75.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -7.9% | +1.3% | -9.2% | -8.3% |
| 30D | -14.1% | +7.6% | -21.8% | -16.8% |
| 3M | -17.6% | -1.5% | -16.1% | -17.3% |
| 6M | -24.2% | +12.1% | -36.3% | -28.5% |
| YTD | +73.3% | +13.9% | +59.4% | +62.4% |
| 1Y | +90.1% | +20.7% | +69.4% | +73.4% |
| 3Y | +10.3% | +260.6% | -250.2% | -37.6% |
| 5Y | -5.7% | +248.9% | -254.6% | -47.3% |
| 10Y | +444.1% | +355.9% | +88.2% | +179.0% |
| All | +444.1% | +369.1% | +75.0% | +179.0% |
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