+769.0%
STLD vs RL
+342.1%
+426.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | +6.9% | +2.4% | +4.5% | +5.7% |
| 30D | -1.5% | +4.6% | -6.0% | -3.5% |
| 3M | -9.7% | -1.1% | -8.6% | -9.7% |
| 6M | +2.3% | +16.5% | -14.2% | -5.9% |
| YTD | +41.0% | +11.4% | +29.6% | +31.4% |
| 1Y | +51.8% | +16.1% | +35.7% | +38.6% |
| 3Y | +126.4% | +252.6% | -126.2% | +20.5% |
| 5Y | +285.7% | +244.9% | +40.8% | +100.5% |
| All | +769.0% | +342.1% | +426.9% | +299.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling