+123.8%
STX vs RCL
+27.6%
+96.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.4% | -14.5% | -9.3% |
| 7D | -20.2% | +11.7% | -31.9% | -22.2% |
| 30D | -37.2% | +21.1% | -58.3% | -40.0% |
| 3M | -34.1% | +2.9% | -36.9% | -33.9% |
| 6M | -24.5% | +29.8% | -54.3% | -30.2% |
| YTD | +102.9% | +21.4% | +81.5% | +88.8% |
| 1Y | +123.8% | +32.0% | +91.8% | +99.6% |
| All | +123.8% | +27.6% | +96.2% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling