+380.4%
RCL vs STLD
+868.9%
-488.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +6.5% | -11.1% | +17.6% | +12.9% |
| 30D | +15.9% | -4.8% | +20.7% | +18.5% |
| 3M | +2.7% | -14.6% | +17.2% | +9.9% |
| 6M | +15.2% | -7.4% | +22.6% | +17.2% |
| YTD | +19.2% | +32.6% | -13.3% | -0.5% |
| 1Y | +31.6% | +47.3% | -15.7% | +3.8% |
| 3Y | +274.2% | +107.5% | +166.6% | +135.1% |
| 5Y | +250.1% | +268.8% | -18.8% | +46.4% |
| All | +380.4% | +868.9% | -488.5% | +8.2% |
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