+266.4%
ROK vs STLD
+779.4%
-513.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.8% |
| 7D | -11.5% | -9.7% | -1.9% | -7.7% |
| 30D | -10.0% | -4.5% | -5.5% | -8.1% |
| 3M | -11.4% | -13.1% | +1.6% | -6.8% |
| 6M | -13.7% | -2.8% | -10.9% | -13.7% |
| YTD | +1.0% | +35.3% | -34.3% | -11.6% |
| 1Y | +5.6% | +51.4% | -45.7% | -11.6% |
| 3Y | +59.1% | +117.9% | -58.9% | +13.0% |
| 5Y | +26.1% | +272.6% | -246.5% | -30.9% |
| 10Y | +266.4% | +782.2% | -515.8% | +25.6% |
| All | +266.4% | +779.4% | -513.0% | +25.6% |
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 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