+7,518.6%
STLD vs RRC
+414.1%
+7,104.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.3% |
| 7D | -11.1% | -10.8% | -0.3% | -8.2% |
| 30D | -4.8% | +22.3% | -27.1% | -10.6% |
| 3M | -14.6% | +26.6% | -41.2% | -20.7% |
| 6M | -7.4% | +18.9% | -26.3% | -12.9% |
| YTD | +32.6% | +39.2% | -6.6% | +18.3% |
| 1Y | +47.3% | +34.0% | +13.4% | +32.6% |
| 3Y | +107.5% | +42.0% | +65.5% | +79.4% |
| 5Y | +268.8% | +111.9% | +157.0% | +168.1% |
| 10Y | +883.3% | +62.8% | +820.5% | +504.7% |
| All | +7,518.6% | +414.1% | +7,104.5% | +4,777.8% |
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