+8,153.7%
STLD vs RRX
+1,319.9%
+6,833.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +3.1% | +3.4% | -0.3% | +1.2% |
| 30D | -9.0% | -11.1% | +2.1% | -2.6% |
| 3M | -12.4% | -23.7% | +11.4% | -0.9% |
| 6M | +25.5% | -22.0% | +47.5% | +37.7% |
| YTD | +43.6% | +16.5% | +27.1% | +22.3% |
| 1Y | +87.2% | +11.5% | +75.7% | +61.8% |
| 3Y | +135.2% | +1.5% | +133.7% | +96.3% |
| 5Y | +290.9% | +18.3% | +272.6% | +186.2% |
| 10Y | +1,113.5% | +209.8% | +903.7% | +378.1% |
| All | +8,153.7% | +1,319.9% | +6,833.8% | +1,571.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling