+292.2%
RCL vs STLD
+274.1%
+18.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.7% |
| 7D | -1.2% | +2.9% | -4.1% | -2.4% |
| 30D | +17.8% | -5.6% | +23.4% | +20.4% |
| 3M | +4.9% | -11.7% | +16.7% | +9.6% |
| 6M | +23.7% | -2.8% | +26.5% | +22.9% |
| YTD | +17.8% | +36.4% | -18.6% | +0.2% |
| 1Y | +28.9% | +50.0% | -21.1% | +5.2% |
| 3Y | +241.9% | +122.3% | +119.6% | +128.7% |
| All | +292.2% | +274.1% | +18.1% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling