+8.3%
ROP vs STLD
+45.5%
-37.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.9% |
| 7D | +2.1% | -11.1% | +13.3% | +1.5% |
| 30D | +32.9% | -4.8% | +37.7% | +32.3% |
| 3M | +20.3% | -14.6% | +34.9% | +19.5% |
| 6M | +36.8% | -7.4% | +44.2% | +36.0% |
| YTD | +8.1% | +32.6% | -24.5% | +5.1% |
| 1Y | +8.3% | +47.3% | -39.1% | +1.2% |
| All | +8.3% | +45.5% | -37.2% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling