+2,038.9%
STX vs RCL
+338.4%
+1,700.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.3% |
| 7D | +16.8% | -0.2% | +17.1% | +16.9% |
| 30D | -27.0% | +14.4% | -41.4% | -29.3% |
| 3M | -37.9% | +5.2% | -43.0% | -39.0% |
| 6M | -32.5% | +26.1% | -58.6% | -36.6% |
| YTD | +98.6% | +17.4% | +81.2% | +88.1% |
| 1Y | +93.6% | +24.7% | +68.9% | +80.5% |
| 3Y | +699.1% | +250.9% | +448.1% | +485.3% |
| 5Y | +481.0% | +293.8% | +187.2% | +294.5% |
| All | +2,038.9% | +338.4% | +1,700.6% | +1,263.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling