+139.1%
STLD vs RL
+212.5%
-73.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.3% |
| 7D | +3.1% | -0.8% | +4.0% | +3.4% |
| 30D | -9.0% | -7.8% | -1.2% | -6.6% |
| 3M | -12.4% | -4.0% | -8.4% | -11.8% |
| 6M | +25.5% | -1.9% | +27.4% | +24.5% |
| YTD | +43.6% | -0.2% | +43.8% | +41.2% |
| 1Y | +87.2% | +10.7% | +76.5% | +76.7% |
| All | +139.1% | +212.5% | -73.4% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling