+54.5%
RBLX vs STLD
+141.4%
-86.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +10.2% | +2.7% | +7.5% | +9.7% |
| 30D | +18.6% | -8.4% | +27.0% | +20.2% |
| 3M | +6.0% | -9.9% | +15.8% | +7.5% |
| 6M | -29.5% | +33.0% | -62.5% | -35.7% |
| YTD | -44.7% | +42.6% | -87.3% | -50.5% |
| 1Y | -65.1% | +80.8% | -145.9% | -70.7% |
| 3Y | +54.5% | +143.4% | -88.9% | +13.9% |
| All | +54.5% | +141.4% | -86.9% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling