+52.7%
ROK vs STLD
+105.6%
-52.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.6% |
| 7D | -13.8% | -11.1% | -2.7% | -9.3% |
| 30D | -14.9% | -4.8% | -10.2% | -12.9% |
| 3M | -14.7% | -14.6% | -0.1% | -9.2% |
| 6M | -17.7% | -7.4% | -10.3% | -16.1% |
| YTD | -2.5% | +32.6% | -35.0% | -15.7% |
| 1Y | +2.3% | +47.3% | -45.1% | -15.8% |
| 3Y | +52.7% | +107.5% | -54.8% | +6.2% |
| All | +52.7% | +105.6% | -52.9% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling