+234.8%
RCL vs STLD
+292.4%
-57.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -5.1% | +3.1% | -8.2% | -6.4% |
| 30D | -19.0% | -9.0% | -10.0% | -16.1% |
| 3M | -9.6% | -12.4% | +2.8% | -5.3% |
| 6M | -6.7% | +25.5% | -32.2% | -16.5% |
| YTD | -3.9% | +43.6% | -47.5% | -19.1% |
| 1Y | -25.1% | +87.2% | -112.3% | -43.9% |
| 3Y | +179.1% | +135.2% | +43.9% | +85.9% |
| All | +234.8% | +292.4% | -57.6% | +77.9% |
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 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