+4.0%
ROL vs STLD
+105.6%
-101.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.1% |
| 7D | +9.5% | -11.1% | +20.6% | +9.5% |
| 30D | +22.9% | -4.8% | +27.7% | +22.8% |
| 3M | +3.5% | -14.6% | +18.1% | +3.6% |
| 6M | -29.4% | -7.4% | -22.0% | -29.5% |
| YTD | -36.1% | +32.6% | -68.6% | -36.8% |
| 1Y | -34.4% | +47.3% | -81.7% | -35.2% |
| 3Y | +4.0% | +107.5% | -103.5% | +2.1% |
| All | +4.0% | +105.6% | -101.6% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling