+555.1%
RMBS vs STLD
+790.2%
-235.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +21.9% | +6.9% | +15.1% | +18.5% |
| 30D | -13.4% | -1.5% | -12.0% | -12.5% |
| 3M | -15.9% | -9.7% | -6.2% | -12.1% |
| 6M | -34.8% | +2.3% | -37.1% | -35.9% |
| YTD | -7.5% | +41.0% | -48.5% | -21.2% |
| 1Y | -16.9% | +51.8% | -68.7% | -31.3% |
| 3Y | +35.5% | +126.4% | -90.9% | -4.3% |
| 5Y | +254.2% | +285.7% | -31.5% | +98.6% |
| All | +555.1% | +790.2% | -235.1% | +144.0% |
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 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