+97.4%
RDDT vs STLD
+71.1%
+26.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.6% |
| 7D | +6.1% | +6.9% | -0.7% | +4.3% |
| 30D | -35.9% | -1.5% | -34.4% | -35.6% |
| 3M | -35.1% | -9.7% | -25.4% | -33.6% |
| 6M | -34.7% | +2.3% | -37.0% | -36.1% |
| YTD | -56.7% | +41.0% | -97.7% | -62.7% |
| 1Y | -50.9% | +51.8% | -102.7% | -59.0% |
| All | +97.4% | +71.1% | +26.3% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling