+125.5%
STLD vs RRX
+73.4%
+52.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +3.9% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -0.9% | +9.0% | -10.0% | -4.5% |
| 3M | -11.9% | +4.0% | -15.9% | -13.7% |
| 6M | +0.9% | -15.7% | +16.6% | +4.6% |
| YTD | +40.4% | +29.0% | +11.4% | +20.0% |
| 1Y | +56.6% | +35.2% | +21.3% | +30.6% |
| 3Y | +125.5% | +67.7% | +57.8% | +66.4% |
| All | +125.5% | +73.4% | +52.1% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling