-15.8%
ROP vs STLD
+135.5%
-151.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.4% |
| 7D | -4.4% | +3.1% | -7.6% | -4.8% |
| 30D | +3.2% | -9.0% | +12.2% | +4.3% |
| 3M | +23.1% | -12.4% | +35.4% | +24.8% |
| 6M | +13.3% | +25.5% | -12.2% | +8.8% |
| YTD | -7.9% | +43.6% | -51.5% | -13.6% |
| 1Y | -22.1% | +87.2% | -109.2% | -30.6% |
| All | -15.8% | +135.5% | -151.3% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling