+140.0%
ROP vs STLD
+1,105.0%
-965.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.2% |
| 7D | -4.4% | +3.1% | -7.6% | -5.1% |
| 30D | +3.2% | -9.0% | +12.2% | +5.1% |
| 3M | +23.1% | -12.4% | +35.4% | +25.9% |
| 6M | +13.3% | +25.5% | -12.2% | +6.4% |
| YTD | -7.9% | +43.6% | -51.5% | -16.5% |
| 1Y | -22.1% | +87.2% | -109.2% | -33.9% |
| 3Y | -16.8% | +135.2% | -152.0% | -34.8% |
| 5Y | -13.5% | +290.9% | -304.4% | -42.8% |
| All | +140.0% | +1,105.0% | -965.1% | +3.1% |
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 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