+193.4%
ROP vs STLD
+868.9%
-675.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | +2.1% | -11.1% | +13.3% | +4.6% |
| 30D | +32.9% | -4.8% | +37.7% | +33.9% |
| 3M | +20.3% | -14.6% | +34.9% | +23.6% |
| 6M | +36.8% | -7.4% | +44.2% | +37.3% |
| YTD | +8.1% | +32.6% | -24.5% | -0.6% |
| 1Y | +8.3% | +47.3% | -39.1% | -3.0% |
| 3Y | -3.2% | +107.5% | -110.8% | -22.1% |
| 5Y | +1.7% | +268.8% | -267.1% | -32.0% |
| All | +193.4% | +868.9% | -675.5% | +34.7% |
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