+95.3%
RKT vs STLD
+105.6%
-10.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.5% |
| 7D | +17.7% | -11.1% | +28.8% | +20.5% |
| 30D | +31.6% | -4.8% | +36.4% | +32.6% |
| 3M | +13.9% | -14.6% | +28.5% | +17.3% |
| 6M | +2.8% | -7.4% | +10.2% | +2.9% |
| YTD | -22.2% | +32.6% | -54.8% | -30.2% |
| 1Y | -3.5% | +47.3% | -50.9% | -16.0% |
| 3Y | +95.3% | +107.5% | -12.3% | +38.4% |
| All | +95.3% | +105.6% | -10.4% | +38.4% |
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