+6.1%
ROL vs STLD
+115.4%
-109.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +2.1% |
| 7D | +7.5% | -9.7% | +17.2% | +7.5% |
| 30D | +21.1% | -4.5% | +25.7% | +21.1% |
| 3M | +3.1% | -13.1% | +16.2% | +3.2% |
| 6M | -27.4% | -2.8% | -24.7% | -27.6% |
| YTD | -34.7% | +35.3% | -70.1% | -35.5% |
| 1Y | -32.9% | +51.4% | -84.3% | -33.8% |
| 3Y | +6.1% | +117.9% | -111.8% | +4.3% |
| All | +6.1% | +115.4% | -109.2% | +4.3% |
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 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