+262.0%
STT vs RL
+304.3%
-42.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +2.2% | +1.9% | +0.3% | +1.4% |
| 30D | +3.9% | -12.2% | +16.1% | +9.4% |
| 3M | +19.2% | -6.6% | +25.8% | +21.7% |
| 6M | +60.4% | +3.2% | +57.2% | +55.6% |
| YTD | +51.5% | -1.3% | +52.8% | +49.4% |
| 1Y | +76.3% | +13.6% | +62.7% | +63.2% |
| 3Y | +200.7% | +210.9% | -10.1% | +71.5% |
| 5Y | +157.5% | +246.9% | -89.4% | +34.8% |
| 10Y | +262.0% | +310.1% | -48.1% | +66.0% |
| All | +262.0% | +304.3% | -42.3% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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