+94.9%
ROST vs STLD
+105.6%
-10.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | +1.2% | -11.1% | +12.4% | +3.3% |
| 30D | +2.5% | -4.8% | +7.2% | +3.2% |
| 3M | -9.0% | -14.6% | +5.6% | -6.6% |
| 6M | +1.3% | -7.4% | +8.8% | +2.1% |
| YTD | +29.1% | +32.6% | -3.5% | +20.5% |
| 1Y | +45.4% | +47.3% | -1.9% | +32.9% |
| 3Y | +94.9% | +107.5% | -12.7% | +63.3% |
| All | +94.9% | +105.6% | -10.8% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling