+5,482.6%
ROP vs STLD
+7,971.8%
-2,489.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.6% | +7.3% | +1.6% |
| 7D | +9.2% | -12.5% | +21.7% | +12.7% |
| 30D | +35.5% | -6.8% | +42.4% | +37.5% |
| 3M | +24.4% | -16.4% | +40.8% | +29.2% |
| 6M | +38.0% | -6.1% | +44.2% | +38.2% |
| YTD | +11.1% | +32.0% | -20.9% | +1.2% |
| 1Y | +10.9% | +45.5% | -34.6% | -1.5% |
| 3Y | -0.5% | +106.5% | -106.9% | -21.4% |
| 5Y | +4.5% | +267.2% | -262.7% | -31.9% |
| 10Y | +207.5% | +878.9% | -671.4% | +41.8% |
| All | +5,482.6% | +7,971.8% | -2,489.2% | +1,118.6% |
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 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