+48.3%
ROK vs STLD
+135.5%
-87.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | +0.7% | +3.1% | -2.5% | -0.6% |
| 30D | -3.3% | -9.0% | +5.7% | +0.1% |
| 3M | -5.9% | -12.4% | +6.5% | -1.5% |
| 6M | +13.9% | +25.5% | -11.6% | +1.6% |
| YTD | +12.6% | +43.6% | -31.0% | -5.6% |
| 1Y | +28.6% | +87.2% | -58.6% | -4.6% |
| All | +48.3% | +135.5% | -87.2% | -1.2% |
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