-37.7%
RBLX vs STLD
+463.6%
-501.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.8% |
| 7D | +12.4% | +3.1% | +9.3% | +11.4% |
| 30D | +19.7% | -9.0% | +28.7% | +22.3% |
| 3M | -0.1% | -12.4% | +12.3% | +2.6% |
| 6M | -35.7% | +25.5% | -61.2% | -41.3% |
| YTD | -46.6% | +43.6% | -90.2% | -53.3% |
| 1Y | -66.6% | +87.2% | -153.8% | -73.3% |
| 3Y | +52.3% | +135.2% | -82.9% | +9.0% |
| 5Y | -47.7% | +290.9% | -338.6% | -68.0% |
| All | -37.7% | +463.6% | -501.3% | -62.9% |
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 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