+1,081.9%
STLD vs RRC
+5.5%
+1,076.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +3.1% | +1.3% | +1.8% | +2.8% |
| 30D | -9.0% | +10.1% | -19.1% | -11.2% |
| 3M | -12.4% | +4.0% | -16.4% | -13.5% |
| 6M | +25.5% | +1.6% | +23.9% | +24.0% |
| YTD | +43.6% | +19.7% | +23.9% | +35.9% |
| 1Y | +87.2% | +21.4% | +65.8% | +75.6% |
| 3Y | +135.2% | +29.7% | +105.6% | +113.0% |
| 5Y | +290.9% | +153.9% | +137.0% | +186.4% |
| All | +1,081.9% | +5.5% | +1,076.3% | +715.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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