+107.5%
STLD vs RY
+155.6%
-48.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +1.3% |
| 7D | -11.1% | -0.9% | -10.2% | -10.5% |
| 30D | -4.8% | +5.9% | -10.6% | -8.6% |
| 3M | -14.6% | -4.3% | -10.3% | -11.8% |
| 6M | -7.4% | +12.1% | -19.5% | -14.7% |
| YTD | +32.6% | +20.3% | +12.3% | +15.7% |
| 1Y | +47.3% | +41.0% | +6.3% | +15.4% |
| 3Y | +107.5% | +157.5% | -50.0% | +6.3% |
| All | +107.5% | +155.6% | -48.0% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling