+60.1%
STLD vs RL
+34.3%
+25.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.5% | -4.0% |
| 7D | -3.9% | +5.8% | -9.7% | -5.2% |
| 30D | -0.4% | +12.7% | -13.1% | -3.1% |
| 3M | -9.2% | +9.3% | -18.6% | -10.9% |
| 6M | +5.0% | +16.9% | -12.0% | +0.3% |
| YTD | +42.8% | +17.5% | +25.3% | +33.4% |
| 1Y | +60.1% | +34.6% | +25.4% | +40.0% |
| All | +60.1% | +34.3% | +25.7% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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