+561.2%
RMBS vs STLD
+802.0%
-240.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.2% |
| 7D | +3.0% | -0.5% | +3.4% | +3.7% |
| 30D | -15.5% | -0.1% | -15.5% | -15.1% |
| 3M | -11.5% | -9.2% | -2.3% | -7.8% |
| 6M | -36.5% | +1.8% | -38.3% | -37.5% |
| YTD | -7.1% | +42.1% | -49.2% | -21.1% |
| 1Y | -18.7% | +58.5% | -77.2% | -34.1% |
| 3Y | +36.2% | +128.2% | -92.1% | -4.2% |
| 5Y | +252.0% | +288.2% | -36.2% | +96.8% |
| 10Y | +561.2% | +799.8% | -238.6% | +144.9% |
| All | +561.2% | +802.0% | -240.8% | +144.9% |
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