+21.8%
ROK vs STLD
+255.4%
-233.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | -13.8% | -11.1% | -2.7% | -9.9% |
| 30D | -14.9% | -4.8% | -10.2% | -13.2% |
| 3M | -14.7% | -14.6% | -0.1% | -10.0% |
| 6M | -17.7% | -7.4% | -10.3% | -16.2% |
| YTD | -2.5% | +32.6% | -35.0% | -13.1% |
| 1Y | +2.3% | +47.3% | -45.1% | -12.3% |
| 3Y | +52.7% | +107.5% | -54.8% | +14.6% |
| All | +21.8% | +255.4% | -233.6% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling