+0.6%
ROP vs STLD
+255.4%
-254.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | +2.1% | -11.1% | +13.3% | +3.8% |
| 30D | +32.9% | -4.8% | +37.7% | +33.6% |
| 3M | +20.0% | -14.6% | +34.6% | +22.3% |
| 6M | +36.4% | -7.4% | +43.8% | +36.7% |
| YTD | +7.8% | +32.6% | -24.7% | +1.0% |
| 1Y | +8.0% | +47.3% | -39.3% | -0.8% |
| 3Y | -3.5% | +107.5% | -111.0% | -18.6% |
| All | +0.6% | +255.4% | -254.8% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling