-5.2%
ROP vs STLD
+119.8%
-125.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.7% |
| 7D | +0.7% | +2.9% | -2.2% | +0.4% |
| 30D | +28.8% | -5.6% | +34.3% | +29.3% |
| 3M | +21.1% | -11.7% | +32.8% | +22.3% |
| 6M | +52.5% | -2.8% | +55.3% | +51.7% |
| YTD | +8.9% | +36.4% | -27.6% | +2.2% |
| 1Y | +8.2% | +50.0% | -41.8% | -0.1% |
| 3Y | -5.2% | +122.3% | -127.5% | -20.1% |
| All | -5.2% | +119.8% | -125.0% | -20.1% |
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 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