+476.2%
STX vs RCL
+292.5%
+183.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +14.6% | -1.2% | +15.8% | +15.0% |
| 30D | -26.0% | +17.8% | -43.8% | -29.5% |
| 3M | -42.6% | +4.9% | -47.6% | -43.8% |
| 6M | -35.3% | +23.7% | -59.0% | -40.0% |
| YTD | +92.5% | +17.8% | +74.6% | +78.9% |
| 1Y | +102.4% | +28.9% | +73.5% | +82.5% |
| 3Y | +673.8% | +241.9% | +431.9% | +408.8% |
| All | +476.2% | +292.5% | +183.7% | +229.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling