+21.0%
STM vs RRC
+156.2%
-135.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.0% |
| 7D | +5.8% | +1.3% | +4.5% | +5.5% |
| 30D | -1.0% | +10.1% | -11.1% | -2.8% |
| 3M | -33.3% | +4.0% | -37.3% | -33.9% |
| 6M | +57.4% | +1.6% | +55.8% | +55.8% |
| YTD | +102.2% | +19.7% | +82.5% | +92.8% |
| 1Y | +99.6% | +21.4% | +78.2% | +89.0% |
| 3Y | +14.5% | +29.7% | -15.1% | +5.9% |
| All | +21.0% | +156.2% | -135.3% | -1.4% |
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