+5,402.7%
ROL vs STLD
+7,971.8%
-2,569.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.6% | +8.6% | +2.4% |
| 7D | +11.7% | -12.5% | +24.2% | +14.5% |
| 30D | +27.7% | -6.8% | +34.5% | +29.1% |
| 3M | +3.7% | -16.4% | +20.0% | +6.7% |
| 6M | -27.8% | -6.1% | -21.7% | -27.7% |
| YTD | -34.7% | +32.0% | -66.7% | -39.1% |
| 1Y | -34.1% | +45.5% | -79.6% | -39.7% |
| 3Y | +5.9% | +106.5% | -100.6% | -12.1% |
| 5Y | +15.6% | +267.2% | -251.5% | -17.4% |
| 10Y | +226.5% | +878.9% | -652.4% | +76.5% |
| All | +5,402.7% | +7,971.8% | -2,569.1% | +1,439.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling