-16.0%
RKT vs STLD
+797.7%
-813.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.3% |
| 7D | +10.3% | -9.7% | +20.0% | +13.1% |
| 30D | +32.3% | -4.5% | +36.9% | +33.5% |
| 3M | +10.7% | -13.1% | +23.8% | +14.0% |
| 6M | -3.2% | -2.8% | -0.4% | -4.0% |
| YTD | -21.5% | +35.3% | -56.9% | -29.6% |
| 1Y | -6.0% | +51.4% | -57.4% | -18.3% |
| 3Y | +104.2% | +117.9% | -13.7% | +56.1% |
| 5Y | +2.5% | +272.6% | -270.1% | -32.7% |
| All | -16.0% | +797.7% | -813.6% | -53.5% |
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