+740.9%
STLD vs RL
+337.1%
+403.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.7% |
| 7D | +2.9% | +2.6% | +0.3% | +1.8% |
| 30D | -5.6% | +2.9% | -8.5% | -6.9% |
| 3M | -11.7% | 0.0% | -11.7% | -12.2% |
| 6M | -2.8% | +17.1% | -19.9% | -10.8% |
| YTD | +36.4% | +10.1% | +26.3% | +27.8% |
| 1Y | +50.0% | +17.3% | +32.7% | +36.3% |
| 3Y | +122.3% | +249.3% | -127.0% | +18.8% |
| 5Y | +273.2% | +240.9% | +32.3% | +95.0% |
| All | +740.9% | +337.1% | +403.8% | +288.3% |
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