+190.3%
RDDT vs STLD
+73.2%
+117.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -7.4% | -2.8% | -4.6% | -6.7% |
| 30D | -7.7% | -10.4% | +2.7% | -5.2% |
| 3M | -17.8% | -10.6% | -7.2% | -15.8% |
| 6M | +5.5% | +32.7% | -27.2% | -5.4% |
| YTD | -36.3% | +42.8% | -79.1% | -45.2% |
| 1Y | -39.0% | +86.9% | -126.0% | -52.7% |
| All | +190.3% | +73.2% | +117.1% | +84.8% |
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