-11.8%
ROP vs STLD
+292.4%
-304.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.3% |
| 7D | -4.4% | +3.1% | -7.6% | -4.9% |
| 30D | +3.2% | -9.0% | +12.2% | +4.5% |
| 3M | +23.1% | -12.4% | +35.4% | +25.1% |
| 6M | +13.3% | +25.5% | -12.2% | +8.1% |
| YTD | -7.9% | +43.6% | -51.5% | -14.4% |
| 1Y | -22.1% | +87.2% | -109.2% | -31.2% |
| 3Y | -16.8% | +135.2% | -152.0% | -30.9% |
| All | -11.8% | +292.4% | -304.2% | -34.6% |
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