-25.8%
RBLX vs STLD
+431.1%
-456.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.1% |
| 7D | +20.3% | -9.7% | +30.0% | +23.3% |
| 30D | +7.3% | -4.5% | +11.8% | +8.3% |
| 3M | +36.5% | -13.1% | +49.6% | +40.6% |
| 6M | +23.1% | -2.8% | +25.9% | +21.5% |
| YTD | -36.3% | +35.3% | -71.7% | -43.8% |
| 1Y | -51.7% | +51.4% | -103.1% | -58.9% |
| 3Y | +35.6% | +117.9% | -82.3% | -1.0% |
| 5Y | -52.9% | +272.6% | -325.5% | -70.8% |
| All | -25.8% | +431.1% | -456.8% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling