+541.3%
RMBS vs STLD
+779.4%
-238.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +7.4% |
| 7D | -3.9% | -9.7% | +5.8% | +0.9% |
| 30D | -24.9% | -4.5% | -20.3% | -23.0% |
| 3M | -20.5% | -13.1% | -7.4% | -15.6% |
| 6M | -37.5% | -2.8% | -34.8% | -37.2% |
| YTD | -12.1% | +35.3% | -47.5% | -23.7% |
| 1Y | -25.0% | +51.4% | -76.4% | -38.0% |
| 3Y | +36.1% | +117.9% | -81.8% | -2.2% |
| 5Y | +236.1% | +272.6% | -36.5% | +91.7% |
| 10Y | +541.3% | +782.2% | -240.9% | +148.3% |
| All | +541.3% | +779.4% | -238.1% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling