+50.9%
STLD vs RL
+22.3%
+28.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | +0.6% |
| 7D | -9.7% | +0.2% | -9.9% | -9.6% |
| 30D | -4.5% | +7.3% | -11.9% | -6.0% |
| 3M | -13.1% | +1.0% | -14.1% | -12.9% |
| 6M | -2.8% | +11.8% | -14.5% | -5.9% |
| YTD | +35.3% | +13.6% | +21.7% | +27.2% |
| All | +50.9% | +22.3% | +28.6% | +38.3% |
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 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