+98.3%
STM vs RL
+15.3%
+83.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.2% |
| 7D | +12.0% | +2.6% | +9.4% | +10.5% |
| 30D | -0.4% | +2.9% | -3.3% | -1.3% |
| 3M | -13.2% | 0.0% | -13.2% | -12.8% |
| 6M | -26.1% | +17.1% | -43.2% | -31.3% |
| YTD | +81.2% | +10.1% | +71.1% | +70.0% |
| 1Y | +98.3% | +17.3% | +81.0% | +82.4% |
| All | +98.3% | +15.3% | +83.1% | +82.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling