+562.1%
ROKU vs STLD
+753.5%
-191.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | -1.3% | +3.1% | -4.5% | -2.3% |
| 30D | +5.9% | -9.0% | +14.9% | +8.8% |
| 3M | +23.9% | -12.4% | +36.3% | +28.3% |
| 6M | +59.6% | +25.5% | +34.1% | +46.3% |
| YTD | +43.4% | +43.6% | -0.2% | +24.9% |
| 1Y | +60.2% | +87.2% | -27.0% | +26.9% |
| 3Y | +90.4% | +135.2% | -44.8% | +39.0% |
| 5Y | -54.5% | +290.9% | -345.4% | -71.6% |
| All | +562.1% | +753.5% | -191.4% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling