-10.4%
RKT vs STLD
+59.7%
-70.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.0% | +11.7% | +9.1% |
| 7D | +29.7% | -3.9% | +33.7% | +30.3% |
| 30D | +28.5% | -0.4% | +28.9% | +28.2% |
| 3M | +6.4% | -9.2% | +15.6% | +7.7% |
| 6M | +7.1% | +5.0% | +2.2% | +2.6% |
| YTD | -22.5% | +42.8% | -65.3% | -36.3% |
| 1Y | -10.4% | +60.1% | -70.5% | -36.2% |
| All | -10.4% | +59.7% | -70.1% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling