+292.6%
STLD vs RPRX
+83.4%
+209.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +3.1% | +5.1% | -2.0% | +1.8% |
| 30D | -9.0% | +11.2% | -20.2% | -11.6% |
| 3M | -12.4% | +16.7% | -29.1% | -16.2% |
| 6M | +25.5% | +36.0% | -10.5% | +15.0% |
| YTD | +43.6% | +67.8% | -24.2% | +24.7% |
| 1Y | +87.2% | +76.7% | +10.5% | +60.0% |
| 3Y | +135.2% | +128.1% | +7.1% | +86.3% |
| All | +292.6% | +83.4% | +209.2% | +237.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling