+604.2%
STM vs RL
+1,366.2%
-761.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.2% | +1.1% |
| 7D | +5.8% | -0.8% | +6.6% | +6.1% |
| 30D | -1.0% | -7.8% | +6.8% | +1.9% |
| 3M | -33.3% | -4.0% | -29.3% | -32.2% |
| 6M | +57.4% | -1.9% | +59.2% | +57.8% |
| YTD | +102.2% | -0.2% | +102.4% | +101.1% |
| 1Y | +99.6% | +10.7% | +88.9% | +90.1% |
| 3Y | +14.5% | +210.8% | -196.2% | -28.3% |
| 5Y | +21.4% | +238.2% | -216.9% | -27.6% |
| 10Y | +695.0% | +313.4% | +381.6% | +298.8% |
| All | +604.2% | +1,366.2% | -761.9% | +95.2% |
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