+81.1%
STLD vs RRX
+15.2%
+65.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.5% | 0.0% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -8.9% | -6.1% | -2.8% | -7.1% |
| 3M | -14.0% | -23.1% | +9.0% | -8.5% |
| 6M | +30.8% | -19.5% | +50.4% | +35.2% |
| YTD | +42.3% | +16.1% | +26.2% | +26.6% |
| 1Y | +81.1% | +12.9% | +68.2% | +62.7% |
| All | +81.1% | +15.2% | +65.9% | +62.7% |
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