-46.3%
RBLX vs STLD
+291.8%
-338.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +10.2% | +2.7% | +7.5% | +9.3% |
| 30D | +18.6% | -8.4% | +27.0% | +21.2% |
| 3M | +6.0% | -9.9% | +15.8% | +8.0% |
| 6M | -29.5% | +33.0% | -62.5% | -37.3% |
| YTD | -44.7% | +42.6% | -87.3% | -52.2% |
| 1Y | -65.1% | +80.8% | -145.9% | -72.3% |
| 3Y | +54.5% | +143.4% | -88.9% | +5.2% |
| 5Y | -46.3% | +293.4% | -339.7% | -70.3% |
| All | -46.3% | +291.8% | -338.1% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling