+52.3%
ROST vs STLD
+89.3%
-36.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +0.9% | +3.1% | -2.2% | +0.3% |
| 30D | -8.9% | -9.0% | +0.1% | -7.6% |
| 3M | -0.8% | -12.4% | +11.5% | +1.4% |
| 6M | +8.5% | +25.5% | -17.0% | +3.0% |
| YTD | +28.6% | +43.6% | -15.0% | +18.0% |
| 1Y | +52.3% | +87.2% | -34.9% | +32.5% |
| All | +52.3% | +89.3% | -36.9% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling