+812.7%
STLD vs RPRX
+81.2%
+731.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.4% |
| 7D | +2.9% | +3.3% | -0.4% | +2.2% |
| 30D | -5.6% | +17.9% | -23.4% | -9.0% |
| 3M | -11.7% | +19.2% | -31.0% | -15.3% |
| 6M | -2.8% | +31.7% | -34.5% | -9.0% |
| YTD | +36.4% | +82.5% | -46.0% | +18.8% |
| 1Y | +50.0% | +78.4% | -28.4% | +31.2% |
| 3Y | +122.3% | +177.0% | -54.6% | +73.9% |
| 5Y | +273.2% | +86.5% | +186.7% | +222.2% |
| All | +812.7% | +81.2% | +731.6% | +675.9% |
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