+7.9%
RDW vs STLD
+535.3%
-527.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.4% | +7.0% |
| 7D | +9.5% | +2.7% | +6.8% | +8.0% |
| 30D | -17.4% | -8.4% | -8.9% | -14.2% |
| 3M | -39.5% | -9.9% | -29.7% | -37.2% |
| 6M | +31.3% | +33.0% | -1.7% | +15.1% |
| YTD | +47.8% | +42.6% | +5.2% | +26.2% |
| 1Y | +33.8% | +80.8% | -46.9% | +3.3% |
| 3Y | +262.3% | +143.4% | +118.8% | +147.7% |
| 5Y | -5.7% | +293.4% | -299.1% | -45.5% |
| All | +7.9% | +535.3% | -527.4% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling