+62.5%
ROK vs STLD
+129.0%
-66.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.8% |
| 7D | -8.5% | -0.5% | -8.0% | -8.0% |
| 30D | -6.4% | -0.1% | -6.3% | -6.1% |
| 3M | -8.8% | -9.2% | +0.3% | -5.4% |
| 6M | -10.5% | +1.8% | -12.3% | -12.4% |
| YTD | +5.4% | +42.1% | -36.7% | -11.6% |
| 1Y | +5.0% | +58.5% | -53.5% | -16.2% |
| All | +62.5% | +129.0% | -66.5% | +9.1% |
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