+422.5%
STM vs RRC
+63.1%
+359.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.7% |
| 7D | -5.6% | -10.3% | +4.7% | -4.1% |
| 30D | -14.4% | +19.5% | -33.9% | -16.7% |
| 3M | -20.5% | +27.9% | -48.4% | -23.5% |
| 6M | -24.5% | +21.2% | -45.7% | -27.0% |
| YTD | +72.7% | +39.6% | +33.1% | +62.7% |
| 1Y | +91.0% | +31.3% | +59.8% | +81.5% |
| 3Y | +13.5% | +51.9% | -38.4% | +4.7% |
| 5Y | -9.2% | +110.2% | -119.4% | -22.1% |
| 10Y | +422.5% | +56.7% | +365.9% | +280.5% |
| All | +422.5% | +63.1% | +359.5% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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