+292.6%
STLD vs RRC
+156.2%
+136.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.3% |
| 3M | -12.4% | +4.0% | -16.4% | -13.5% |
| 6M | +25.5% | +1.6% | +23.9% | +23.9% |
| YTD | +43.6% | +19.7% | +23.9% | +35.1% |
| 1Y | +87.2% | +21.4% | +65.8% | +74.3% |
| 3Y | +135.2% | +29.7% | +105.6% | +110.1% |
| All | +292.6% | +156.2% | +136.4% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling