+8,153.7%
STLD vs RRC
+342.1%
+7,811.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.5% |
| 3M | -12.4% | +4.0% | -16.4% | -13.6% |
| 6M | +25.5% | +1.6% | +23.9% | +23.8% |
| YTD | +43.6% | +19.7% | +23.9% | +34.8% |
| 1Y | +87.2% | +21.4% | +65.8% | +74.0% |
| 3Y | +135.2% | +29.7% | +105.6% | +109.7% |
| 5Y | +290.9% | +153.9% | +137.0% | +170.3% |
| 10Y | +1,113.5% | +10.8% | +1,102.6% | +738.4% |
| All | +8,153.7% | +342.1% | +7,811.6% | +5,455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling