+56.6%
STLD vs RY
+41.3%
+15.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.5% |
| 7D | -4.7% | -0.6% | -4.1% | -4.1% |
| 30D | -0.9% | +6.1% | -7.1% | -5.3% |
| 3M | -11.9% | -3.4% | -8.5% | -8.9% |
| 6M | +0.9% | +12.8% | -11.9% | -8.5% |
| YTD | +40.4% | +21.0% | +19.4% | +16.0% |
| 1Y | +56.6% | +40.5% | +16.1% | +20.7% |
| All | +56.6% | +41.3% | +15.2% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling