+360.5%
RCL vs STLD
+802.0%
-441.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -2.0% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +19.4% | -0.1% | +19.5% | +19.1% |
| 3M | +9.8% | -9.2% | +18.9% | +14.0% |
| 6M | +28.6% | +1.8% | +26.9% | +24.6% |
| YTD | +22.2% | +42.1% | -20.0% | -1.8% |
| 1Y | +29.7% | +58.5% | -28.8% | -1.6% |
| 3Y | +265.3% | +128.2% | +137.1% | +117.8% |
| 5Y | +301.8% | +288.2% | +13.5% | +63.1% |
| 10Y | +360.5% | +799.8% | -439.3% | +4.3% |
| All | +360.5% | +802.0% | -441.6% | +4.3% |
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 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