+278.0%
RTX vs STLD
+1,105.0%
-827.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.2% |
| 7D | -5.2% | +3.1% | -8.3% | -6.2% |
| 30D | -9.4% | -9.0% | -0.4% | -6.9% |
| 3M | +12.3% | -12.4% | +24.7% | +16.3% |
| 6M | -3.1% | +25.5% | -28.6% | -11.2% |
| YTD | +10.7% | +43.6% | -32.9% | -3.2% |
| 1Y | +28.4% | +87.2% | -58.8% | +2.4% |
| 3Y | +147.1% | +135.2% | +11.8% | +75.1% |
| 5Y | +167.2% | +290.9% | -123.6% | +45.1% |
| All | +278.0% | +1,105.0% | -827.1% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling