+293.4%
STLD vs RRX
+19.7%
+273.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | +2.7% | +4.3% | -1.6% | +0.9% |
| 30D | -8.4% | -8.0% | -0.4% | -5.3% |
| 3M | -9.9% | -22.0% | +12.2% | -2.4% |
| 6M | +33.0% | -11.9% | +44.9% | +35.1% |
| YTD | +42.6% | +17.1% | +25.5% | +26.2% |
| 1Y | +80.8% | +14.9% | +65.9% | +60.2% |
| 3Y | +143.4% | +6.9% | +136.5% | +115.1% |
| 5Y | +293.4% | +19.6% | +273.9% | +227.1% |
| All | +293.4% | +19.7% | +273.7% | +227.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling