-6.6%
RDW vs STLD
+284.4%
-291.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.4% |
| 7D | +4.8% | -3.6% | +8.5% | +6.8% |
| 30D | -19.5% | -10.1% | -9.4% | -15.2% |
| 3M | -26.9% | -11.4% | -15.5% | -23.0% |
| 6M | +17.8% | +30.8% | -13.1% | +2.2% |
| YTD | +43.0% | +40.7% | +2.4% | +20.2% |
| 1Y | +32.1% | +80.8% | -48.7% | -1.8% |
| 3Y | +250.6% | +140.2% | +110.5% | +126.4% |
| 5Y | -6.6% | +288.5% | -295.1% | -53.0% |
| All | -6.6% | +284.4% | -291.1% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling