+343.5%
ROK vs STLD
+1,072.4%
-728.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +2.8% | +2.7% | +0.1% | +1.7% |
| 30D | -2.4% | -8.4% | +6.0% | +0.6% |
| 3M | -4.7% | -9.9% | +5.2% | -1.8% |
| 6M | +16.8% | +33.0% | -16.3% | +3.2% |
| YTD | +11.4% | +42.6% | -31.2% | -4.6% |
| 1Y | +26.2% | +80.8% | -54.6% | -1.9% |
| 3Y | +51.9% | +143.4% | -91.6% | +3.2% |
| 5Y | +46.4% | +293.4% | -247.0% | -21.8% |
| 10Y | +343.5% | +1,080.4% | -736.9% | +35.9% |
| All | +343.5% | +1,072.4% | -728.9% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling