+839.4%
STLD vs RPRX
+80.9%
+758.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.5% |
| 7D | -4.7% | +4.6% | -9.3% | -5.6% |
| 30D | -0.9% | +22.0% | -22.9% | -5.4% |
| 3M | -11.9% | +20.3% | -32.2% | -15.6% |
| 6M | +0.9% | +37.9% | -37.0% | -6.6% |
| YTD | +40.4% | +82.2% | -41.8% | +22.3% |
| 1Y | +56.6% | +83.7% | -27.1% | +36.1% |
| 3Y | +125.5% | +175.4% | -50.0% | +76.6% |
| 5Y | +292.8% | +87.7% | +205.1% | +238.8% |
| All | +839.4% | +80.9% | +758.4% | +698.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling