+210.7%
ROL vs STLD
+1,087.1%
-876.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -1.4% | +3.1% | -4.6% | -1.9% |
| 30D | -4.1% | -9.0% | +4.9% | -2.9% |
| 3M | -22.5% | -12.4% | -10.1% | -21.3% |
| 6M | -37.7% | +25.5% | -63.2% | -40.2% |
| YTD | -39.6% | +43.6% | -83.2% | -43.2% |
| 1Y | -36.0% | +87.2% | -123.2% | -42.4% |
| 3Y | -5.1% | +135.2% | -140.4% | -19.6% |
| 5Y | -3.4% | +290.9% | -294.3% | -27.7% |
| All | +210.7% | +1,087.1% | -876.4% | +75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling