+852.5%
STLD vs RY
+360.6%
+492.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +1.7% |
| 7D | -11.1% | -0.9% | -10.2% | -10.4% |
| 30D | -4.8% | +5.9% | -10.6% | -10.2% |
| 3M | -14.6% | -4.3% | -10.3% | -10.9% |
| 6M | -7.4% | +12.1% | -19.5% | -18.0% |
| YTD | +32.6% | +20.3% | +12.3% | +9.3% |
| 1Y | +47.3% | +41.0% | +6.3% | +3.2% |
| 3Y | +107.5% | +157.5% | -50.0% | -24.5% |
| 5Y | +268.8% | +123.2% | +145.6% | +56.3% |
| All | +852.5% | +360.6% | +492.0% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling