+83.3%
RKT vs STLD
+124.8%
-41.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.8% | -8.6% | -5.7% |
| 7D | +4.6% | -4.7% | +9.3% | +5.5% |
| 30D | +25.9% | -0.9% | +26.8% | +25.7% |
| 3M | +5.0% | -11.9% | +16.9% | +7.5% |
| 6M | -7.9% | +0.9% | -8.8% | -9.7% |
| YTD | -25.4% | +40.4% | -65.8% | -33.9% |
| 1Y | -15.4% | +56.6% | -72.0% | -27.3% |
| 3Y | +83.3% | +125.5% | -42.2% | +28.6% |
| All | +83.3% | +124.8% | -41.4% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling