-53.6%
ROKU vs STLD
+291.8%
-345.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | -0.1% | +2.7% | -2.8% | -1.3% |
| 30D | +1.5% | -8.4% | +9.9% | +4.8% |
| 3M | +25.7% | -9.9% | +35.6% | +30.0% |
| 6M | +54.5% | +33.0% | +21.4% | +33.9% |
| YTD | +43.2% | +42.6% | +0.6% | +18.7% |
| 1Y | +56.3% | +80.8% | -24.5% | +15.0% |
| 3Y | +86.1% | +143.4% | -57.3% | +16.6% |
| 5Y | -53.6% | +293.4% | -347.0% | -77.8% |
| All | -53.6% | +291.8% | -345.4% | -77.8% |
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