+129.8%
STLD vs RRC
+58.8%
+70.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +6.9% | +2.5% | +4.3% | +6.3% |
| 30D | -1.5% | +21.1% | -22.6% | -5.4% |
| 3M | -9.7% | +28.4% | -38.1% | -14.5% |
| 6M | +2.3% | +26.5% | -24.1% | -3.1% |
| YTD | +41.0% | +47.0% | -6.0% | +27.2% |
| 1Y | +51.8% | +35.2% | +16.6% | +39.9% |
| All | +129.8% | +58.8% | +70.9% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling