-4.6%
STM vs RRC
+134.0%
-138.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +12.0% | +6.4% | +5.6% | +10.8% |
| 30D | -0.4% | +23.9% | -24.2% | -4.2% |
| 3M | -13.2% | +30.2% | -43.4% | -17.4% |
| 6M | -26.1% | +26.3% | -52.3% | -29.6% |
| YTD | +81.2% | +48.1% | +33.1% | +65.6% |
| 1Y | +98.3% | +37.7% | +60.6% | +84.1% |
| 3Y | +16.7% | +60.3% | -43.6% | +3.5% |
| All | -4.6% | +134.0% | -138.5% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling