+840.9%
STLD vs RPRX
+53.1%
+787.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.8% |
| 7D | -3.6% | -8.0% | +4.4% | -1.8% |
| 30D | -10.1% | +2.1% | -12.2% | -10.6% |
| 3M | -11.4% | +8.2% | -19.6% | -13.2% |
| 6M | +30.8% | +28.9% | +1.9% | +23.1% |
| YTD | +40.7% | +54.1% | -13.5% | +27.3% |
| 1Y | +80.8% | +65.5% | +15.2% | +60.8% |
| 3Y | +140.2% | +117.3% | +22.9% | +99.0% |
| 5Y | +288.5% | +71.6% | +216.9% | +243.4% |
| All | +840.9% | +53.1% | +787.9% | +731.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RPRX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling