+267.2%
STLD vs RL
+232.3%
+34.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.3% | -0.2% | -4.7% |
| 7D | -12.5% | -4.7% | -7.8% | -10.8% |
| 30D | -6.8% | +3.6% | -10.4% | -8.2% |
| 3M | -16.4% | +0.5% | -16.9% | -16.9% |
| 6M | -6.1% | +6.6% | -12.7% | -9.9% |
| YTD | +32.0% | +8.8% | +23.1% | +24.8% |
| 1Y | +45.5% | +21.8% | +23.8% | +30.9% |
| 3Y | +106.5% | +245.8% | -139.3% | +12.7% |
| 5Y | +267.2% | +230.0% | +37.2% | +94.8% |
| All | +267.2% | +232.3% | +34.9% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling