+143.4%
STLD vs RRX
+4.1%
+139.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | +2.7% | +4.3% | -1.6% | +1.2% |
| 30D | -8.4% | -8.0% | -0.4% | -5.8% |
| 3M | -9.9% | -22.0% | +12.2% | -3.6% |
| 6M | +33.0% | -11.9% | +44.9% | +34.9% |
| YTD | +42.6% | +17.1% | +25.5% | +29.0% |
| 1Y | +80.8% | +14.9% | +65.9% | +63.9% |
| 3Y | +143.4% | +6.9% | +136.5% | +133.0% |
| All | +143.4% | +4.1% | +139.3% | +133.0% |
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