+264.9%
ROK vs STLD
+790.2%
-525.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +6.1% | +6.9% | -0.8% | +3.4% |
| 30D | -6.5% | -1.5% | -5.0% | -5.7% |
| 3M | -10.2% | -9.7% | -0.5% | -6.8% |
| 6M | -10.6% | +2.3% | -13.0% | -12.4% |
| YTD | +4.9% | +41.0% | -36.1% | -9.7% |
| 1Y | +3.8% | +51.8% | -48.0% | -13.2% |
| 3Y | +63.5% | +126.4% | -62.9% | +14.5% |
| 5Y | +30.9% | +285.7% | -254.8% | -29.2% |
| All | +264.9% | +790.2% | -525.3% | +28.3% |
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