+331.5%
RCL vs STLD
+1,105.0%
-773.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | -5.1% | +3.1% | -8.2% | -6.7% |
| 30D | -19.0% | -9.0% | -10.0% | -15.4% |
| 3M | -9.6% | -12.4% | +2.8% | -4.4% |
| 6M | -6.7% | +25.5% | -32.2% | -18.6% |
| YTD | -3.9% | +43.6% | -47.5% | -22.3% |
| 1Y | -25.1% | +87.2% | -112.3% | -47.8% |
| 3Y | +179.1% | +135.2% | +43.9% | +65.6% |
| 5Y | +243.3% | +290.9% | -47.6% | +40.9% |
| All | +331.5% | +1,105.0% | -773.5% | -2.5% |
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