+855.2%
STLD vs RPRX
+57.8%
+797.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | -4.0% | +1.2% | -1.9% |
| 30D | -10.4% | +4.9% | -15.3% | -11.5% |
| 3M | -10.6% | +9.4% | -19.9% | -12.6% |
| 6M | +32.7% | +33.3% | -0.6% | +23.9% |
| YTD | +42.8% | +59.0% | -16.2% | +28.3% |
| 1Y | +86.9% | +69.2% | +17.7% | +65.5% |
| 3Y | +143.8% | +124.1% | +19.7% | +100.6% |
| 5Y | +293.5% | +77.9% | +215.6% | +245.1% |
| All | +855.2% | +57.8% | +797.4% | +738.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling