+169.3%
RTX vs STLD
+292.4%
-123.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.4% |
| 7D | -5.2% | +3.1% | -8.3% | -5.8% |
| 30D | -9.4% | -9.0% | -0.4% | -7.9% |
| 3M | +12.3% | -12.4% | +24.7% | +14.8% |
| 6M | -3.1% | +25.5% | -28.6% | -8.0% |
| YTD | +10.7% | +43.6% | -32.9% | +2.1% |
| 1Y | +28.4% | +87.2% | -58.8% | +12.0% |
| 3Y | +147.1% | +135.2% | +11.8% | +101.4% |
| All | +169.3% | +292.4% | -123.1% | +88.9% |
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