+208.0%
RDDT vs STLD
+70.6%
+137.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.5% |
| 7D | -0.4% | -3.6% | +3.2% | +0.6% |
| 30D | -0.5% | -10.1% | +9.5% | +2.1% |
| 3M | -9.8% | -11.4% | +1.7% | -7.5% |
| 6M | +15.8% | +30.8% | -15.0% | +4.3% |
| YTD | -32.4% | +40.7% | -73.1% | -41.7% |
| 1Y | -40.0% | +80.8% | -120.8% | -53.0% |
| All | +208.0% | +70.6% | +137.3% | +96.7% |
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