+16.3%
ROL vs STLD
+269.6%
-253.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.9% |
| 7D | +7.5% | -9.7% | +17.2% | +8.3% |
| 30D | +21.1% | -4.5% | +25.7% | +21.4% |
| 3M | +3.1% | -13.1% | +16.2% | +4.1% |
| 6M | -27.4% | -2.8% | -24.7% | -27.7% |
| YTD | -34.7% | +35.3% | -70.1% | -37.2% |
| 1Y | -32.9% | +51.4% | -84.3% | -36.2% |
| 3Y | +6.1% | +117.9% | -111.8% | -5.2% |
| 5Y | +16.3% | +272.6% | -256.3% | -10.8% |
| All | +16.3% | +269.6% | -253.3% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling