-6.3%
RKT vs STLD
+292.4%
-298.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +2.1% | +3.1% | -1.0% | +1.1% |
| 30D | +1.4% | -9.0% | +10.4% | +4.2% |
| 3M | +6.3% | -12.4% | +18.6% | +9.9% |
| 6M | -15.5% | +25.5% | -41.0% | -22.8% |
| YTD | -27.4% | +43.6% | -71.0% | -37.1% |
| 1Y | -26.6% | +87.2% | -113.8% | -42.2% |
| 3Y | +41.2% | +135.2% | -94.0% | -0.7% |
| All | -6.3% | +292.4% | -298.7% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling