+47.3%
STLD vs RRC
+31.6%
+15.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.5% |
| 7D | -11.1% | -10.8% | -0.3% | -11.0% |
| 30D | -4.8% | +22.3% | -27.1% | -4.4% |
| 3M | -14.6% | +26.6% | -41.2% | -14.2% |
| 6M | -7.4% | +18.9% | -26.3% | -7.5% |
| YTD | +32.6% | +39.2% | -6.6% | +29.8% |
| 1Y | +47.3% | +34.0% | +13.4% | +44.0% |
| All | +47.3% | +31.6% | +15.7% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling