+50.0%
STLD vs RRX
+29.3%
+20.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -1.0% | -2.6% |
| 7D | +2.9% | +4.3% | -1.4% | +1.7% |
| 30D | -5.6% | +12.3% | -17.9% | -8.7% |
| 3M | -11.7% | +3.7% | -15.4% | -12.9% |
| 6M | -2.8% | -13.9% | +11.1% | -1.0% |
| YTD | +36.4% | +26.5% | +10.0% | +23.1% |
| 1Y | +50.0% | +29.3% | +20.7% | +34.8% |
| All | +50.0% | +29.3% | +20.7% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling