+103.1%
ROST vs STLD
+129.0%
-25.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | +6.8% | -0.1% | +6.9% | +6.7% |
| 3M | -4.0% | -9.2% | +5.1% | -2.6% |
| 6M | +12.9% | +1.8% | +11.1% | +11.8% |
| YTD | +34.7% | +42.1% | -7.4% | +24.2% |
| 1Y | +49.5% | +58.5% | -9.0% | +34.8% |
| All | +103.1% | +129.0% | -25.9% | +66.1% |
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