+13.3%
RTX vs STLD
+55.9%
-42.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +3.4% | +6.9% | -3.5% | +2.5% |
| 30D | +8.4% | -1.5% | +9.8% | +8.5% |
| 3M | -10.7% | -9.7% | -1.0% | -9.5% |
| 6M | +11.7% | +2.3% | +9.4% | +11.2% |
| YTD | +9.3% | +41.0% | -31.7% | +2.4% |
| 1Y | +13.3% | +51.8% | -38.5% | +4.5% |
| All | +13.3% | +55.9% | -42.6% | +4.5% |
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