+206.2%
RDDT vs STLD
+74.2%
+132.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +1.0% | +3.1% | -2.2% | +0.2% |
| 30D | -0.5% | -9.0% | +8.5% | +1.8% |
| 3M | -16.0% | -12.4% | -3.6% | -13.4% |
| 6M | +4.9% | +25.5% | -20.6% | -4.2% |
| YTD | -32.8% | +43.6% | -76.4% | -42.3% |
| 1Y | -33.5% | +87.2% | -120.6% | -48.4% |
| All | +206.2% | +74.2% | +132.0% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling