+1,081.9%
STLD vs RL
+313.2%
+768.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.5% |
| 7D | +3.1% | -0.8% | +4.0% | +3.4% |
| 30D | -9.0% | -7.8% | -1.2% | -6.0% |
| 3M | -12.4% | -4.0% | -8.4% | -11.6% |
| 6M | +25.5% | -1.9% | +27.4% | +24.4% |
| YTD | +43.6% | -0.2% | +43.8% | +40.8% |
| 1Y | +87.2% | +10.7% | +76.5% | +74.7% |
| 3Y | +135.2% | +210.8% | -75.5% | +32.1% |
| 5Y | +290.9% | +238.2% | +52.6% | +103.5% |
| All | +1,081.9% | +313.2% | +768.7% | +450.8% |
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