+134.3%
RTX vs STLD
+268.5%
-134.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.6% | +4.3% | -1.9% |
| 7D | -3.8% | -12.5% | +8.7% | -1.3% |
| 30D | +4.7% | -6.8% | +11.5% | +6.0% |
| 3M | -13.4% | -16.4% | +3.0% | -10.7% |
| 6M | +11.8% | -6.1% | +17.9% | +12.4% |
| YTD | +5.8% | +32.0% | -26.2% | -1.2% |
| 1Y | +11.9% | +45.5% | -33.6% | +2.4% |
| 3Y | +146.3% | +106.5% | +39.8% | +105.1% |
| 5Y | +134.3% | +267.2% | -132.9% | +63.0% |
| All | +134.3% | +268.5% | -134.2% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling