+5,319.4%
ROP vs STLD
+8,008.3%
-2,689.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | +2.1% | -11.1% | +13.3% | +5.1% |
| 30D | +32.9% | -4.8% | +37.7% | +34.1% |
| 3M | +20.0% | -14.6% | +34.6% | +23.9% |
| 6M | +36.4% | -7.4% | +43.8% | +37.1% |
| YTD | +7.8% | +32.6% | -24.7% | -1.9% |
| 1Y | +8.0% | +47.3% | -39.3% | -4.4% |
| 3Y | -3.5% | +107.5% | -111.0% | -23.9% |
| 5Y | +1.5% | +268.8% | -267.4% | -33.9% |
| 10Y | +198.5% | +883.3% | -684.8% | +37.5% |
| All | +5,319.4% | +8,008.3% | -2,689.0% | +1,081.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling