+212.7%
ROL vs STLD
+790.2%
-577.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -1.7% | +6.9% | -8.5% | -2.6% |
| 30D | +18.5% | -1.5% | +20.0% | +18.6% |
| 3M | +4.3% | -9.7% | +14.0% | +5.4% |
| 6M | -27.7% | +2.3% | -30.0% | -28.6% |
| YTD | -35.8% | +41.0% | -76.8% | -39.7% |
| 1Y | -34.1% | +51.8% | -85.9% | -38.8% |
| 3Y | +2.9% | +126.4% | -123.5% | -12.4% |
| 5Y | +12.7% | +285.7% | -273.0% | -15.7% |
| All | +212.7% | +790.2% | -577.5% | +86.3% |
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