-41.7%
ROKU vs STLD
+265.0%
-306.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +3.5% | -11.1% | +14.6% | +8.5% |
| 30D | +5.1% | -4.8% | +9.9% | +6.9% |
| 3M | +7.0% | -14.6% | +21.5% | +13.2% |
| 6M | +25.4% | -7.4% | +32.8% | +26.8% |
| YTD | +48.0% | +32.6% | +15.4% | +24.6% |
| 1Y | +53.1% | +47.3% | +5.8% | +22.0% |
| 3Y | +92.7% | +107.5% | -14.8% | +25.4% |
| All | -41.7% | +265.0% | -306.7% | -74.1% |
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 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