+107.5%
STLD vs RL
+240.1%
-132.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.9% |
| 7D | -11.1% | -4.2% | -7.0% | -9.9% |
| 30D | -4.8% | +4.3% | -9.1% | -6.1% |
| 3M | -14.6% | -4.6% | -10.0% | -13.3% |
| 6M | -7.4% | +1.7% | -9.1% | -8.9% |
| YTD | +32.6% | +7.3% | +25.2% | +27.1% |
| 1Y | +47.3% | +20.8% | +26.5% | +34.9% |
| 3Y | +107.5% | +247.0% | -139.4% | +37.3% |
| All | +107.5% | +240.1% | -132.5% | +37.3% |
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 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