-23.5%
RKT vs STLD
+55.9%
-79.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -5.0% |
| 7D | -7.5% | +6.9% | -14.3% | -8.2% |
| 30D | +26.6% | -1.5% | +28.1% | +26.5% |
| 3M | -2.4% | -9.7% | +7.3% | -1.2% |
| 6M | -7.4% | +2.3% | -9.7% | -11.0% |
| YTD | -29.2% | +41.0% | -70.2% | -42.7% |
| 1Y | -23.5% | +51.8% | -75.4% | -44.6% |
| All | -23.5% | +55.9% | -79.5% | -44.6% |
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 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