+183.1%
ROP vs STLD
+790.2%
-607.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -2.7% | +6.9% | -9.5% | -4.0% |
| 30D | +29.7% | -1.5% | +31.2% | +29.8% |
| 3M | +21.2% | -9.7% | +30.9% | +23.1% |
| 6M | +48.3% | +2.3% | +45.9% | +45.7% |
| YTD | +8.4% | +41.0% | -32.6% | -1.7% |
| 1Y | +6.0% | +51.8% | -45.8% | -5.6% |
| 3Y | -5.6% | +126.4% | -132.0% | -25.5% |
| 5Y | +1.3% | +285.7% | -284.4% | -32.9% |
| All | +183.1% | +790.2% | -607.1% | +35.8% |
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 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