+16.1%
STM vs RRC
+58.8%
-42.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +16.3% | +2.5% | +13.8% | +15.7% |
| 30D | -6.3% | +21.1% | -27.4% | -9.4% |
| 3M | -14.1% | +28.4% | -42.5% | -18.0% |
| 6M | -19.6% | +26.5% | -46.0% | -23.2% |
| YTD | +80.1% | +47.0% | +33.1% | +62.3% |
| 1Y | +95.4% | +35.2% | +60.2% | +80.8% |
| All | +16.1% | +58.8% | -42.8% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling