+860.7%
STLD vs RPRX
+66.6%
+794.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +3.1% | +5.1% | -2.0% | +2.0% |
| 30D | -9.0% | +11.2% | -20.2% | -11.2% |
| 3M | -12.4% | +16.7% | -29.1% | -15.6% |
| 6M | +25.5% | +36.0% | -10.5% | +16.7% |
| YTD | +43.6% | +67.8% | -24.2% | +27.5% |
| 1Y | +87.2% | +76.7% | +10.5% | +64.0% |
| 3Y | +135.2% | +128.1% | +7.1% | +93.0% |
| 5Y | +290.9% | +82.9% | +208.0% | +240.1% |
| All | +860.7% | +66.6% | +794.1% | +733.1% |
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