+144.2%
RTX vs STLD
+105.6%
+38.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -5.1% | -11.1% | +6.0% | -3.4% |
| 30D | +5.1% | -4.8% | +9.9% | +5.9% |
| 3M | -14.8% | -14.6% | -0.3% | -12.8% |
| 6M | +8.0% | -7.4% | +15.4% | +8.9% |
| YTD | +4.5% | +32.6% | -28.1% | -1.5% |
| 1Y | +9.8% | +47.3% | -37.5% | +1.5% |
| 3Y | +144.2% | +107.5% | +36.6% | +118.1% |
| All | +144.2% | +105.6% | +38.5% | +118.1% |
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