-79.5%
RAM vs STLD
-8.5%
-71.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -7.6% | -24.9% | -25.1% |
| 7D | -49.5% | -12.5% | -37.0% | -42.2% |
| 30D | -63.2% | -6.8% | -56.4% | -59.0% |
| 3M | -58.5% | -16.4% | -42.1% | -50.1% |
| All | -79.5% | -8.5% | -71.0% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 6mo: compounded portfolio wealth divided by compounded STLD 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…
6mo analysis · Full analysis span regression · Available span rolling