+1,097.8%
STLD vs RRX
+216.7%
+881.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.5% |
| 7D | -3.6% | -3.7% | +0.1% | -1.7% |
| 30D | -10.1% | -9.3% | -0.8% | -5.3% |
| 3M | -11.4% | -21.8% | +10.3% | -2.1% |
| 6M | +30.8% | -22.0% | +52.8% | +42.6% |
| YTD | +40.7% | +11.9% | +28.7% | +22.6% |
| 1Y | +80.8% | +11.6% | +69.2% | +56.1% |
| 3Y | +140.2% | +2.2% | +138.0% | +101.1% |
| 5Y | +288.5% | +14.9% | +273.6% | +186.7% |
| All | +1,097.8% | +216.7% | +881.1% | +353.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling