+782.2%
STLD vs RL
+397.7%
+384.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | -0.4% |
| 7D | -9.7% | +0.2% | -9.9% | -9.8% |
| 30D | -4.5% | +7.3% | -11.9% | -7.6% |
| 3M | -13.1% | +1.0% | -14.1% | -13.9% |
| 6M | -2.8% | +11.8% | -14.5% | -9.0% |
| YTD | +35.3% | +13.6% | +21.7% | +25.1% |
| 1Y | +51.4% | +24.0% | +27.3% | +34.3% |
| 3Y | +117.9% | +256.6% | -138.6% | +15.4% |
| 5Y | +272.6% | +240.2% | +32.4% | +94.8% |
| 10Y | +782.2% | +373.0% | +409.2% | +291.1% |
| All | +782.2% | +397.7% | +384.5% | +291.1% |
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