+1,937.6%
STM vs RRC
+1,142.2%
+795.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.7% |
| 7D | -5.6% | -10.3% | +4.7% | -3.6% |
| 30D | -14.4% | +19.5% | -33.9% | -17.4% |
| 3M | -20.5% | +27.9% | -48.4% | -24.3% |
| 6M | -24.5% | +21.2% | -45.7% | -27.8% |
| YTD | +72.7% | +39.6% | +33.1% | +60.1% |
| 1Y | +91.0% | +31.3% | +59.8% | +78.9% |
| 3Y | +13.5% | +51.9% | -38.4% | +2.4% |
| 5Y | -9.2% | +110.2% | -119.4% | -26.1% |
| 10Y | +422.5% | +56.7% | +365.9% | +275.9% |
| All | +1,937.6% | +1,142.2% | +795.5% | +903.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling