-5.4%
RKT vs STLD
+274.1%
-279.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.0% |
| 7D | -9.0% | +2.9% | -11.9% | -9.8% |
| 30D | +30.2% | -5.6% | +35.8% | +31.9% |
| 3M | -8.8% | -11.7% | +2.9% | -6.1% |
| 6M | -0.9% | -2.8% | +1.8% | -2.0% |
| YTD | -29.2% | +36.4% | -65.6% | -38.3% |
| 1Y | -20.1% | +50.0% | -70.1% | -32.6% |
| 3Y | +81.3% | +122.3% | -41.0% | +27.2% |
| All | -5.4% | +274.1% | -279.4% | -50.0% |
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