+439.5%
STM vs RL
+1,498.4%
-1,058.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -7.3% | -5.0% | -9.5% |
| 7D | -20.1% | -4.7% | -15.4% | -18.5% |
| 30D | -32.0% | +3.6% | -35.5% | -32.9% |
| 3M | -24.2% | +0.5% | -24.7% | -24.6% |
| 6M | -29.9% | +6.6% | -36.5% | -32.2% |
| YTD | +54.9% | +8.8% | +46.1% | +48.7% |
| 1Y | +68.0% | +21.8% | +46.2% | +54.0% |
| 3Y | -0.1% | +245.8% | -246.0% | -40.0% |
| 5Y | -17.9% | +230.0% | -247.9% | -50.4% |
| 10Y | +392.2% | +369.4% | +22.8% | +135.0% |
| All | +439.5% | +1,498.4% | -1,058.9% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling