-3.5%
RKT vs STLD
+45.5%
-49.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.6% |
| 7D | +17.7% | -11.1% | +28.8% | +19.3% |
| 30D | +31.6% | -4.8% | +36.4% | +31.8% |
| 3M | +13.9% | -14.6% | +28.5% | +16.0% |
| 6M | +2.8% | -7.4% | +10.2% | +1.0% |
| YTD | -22.2% | +32.6% | -54.8% | -35.5% |
| 1Y | -3.5% | +47.3% | -50.9% | -29.7% |
| All | -3.5% | +45.5% | -49.0% | -29.7% |
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