-35.9%
RBLX vs STLD
+460.4%
-496.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +8.0% | -2.8% | +10.8% | +8.8% |
| 30D | +20.2% | -10.4% | +30.6% | +23.3% |
| 3M | +3.5% | -10.6% | +14.1% | +5.7% |
| 6M | -28.9% | +32.7% | -61.6% | -36.2% |
| YTD | -45.1% | +42.8% | -87.9% | -52.0% |
| 1Y | -66.2% | +86.9% | -153.2% | -72.9% |
| 3Y | +53.5% | +143.8% | -90.3% | +8.5% |
| 5Y | -48.4% | +293.5% | -341.9% | -68.4% |
| All | -35.9% | +460.4% | -496.3% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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