-11.0%
RMBS vs STLD
+46.8%
-57.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -1.6% |
| 7D | +10.3% | +2.9% | +7.4% | +8.8% |
| 30D | -10.7% | -5.6% | -5.2% | -7.6% |
| 3M | -17.2% | -11.7% | -5.5% | -11.8% |
| 6M | -39.0% | -2.8% | -36.2% | -38.9% |
| YTD | -10.5% | +36.4% | -47.0% | -27.9% |
| 1Y | -11.0% | +50.0% | -61.0% | -34.2% |
| All | -11.0% | +46.8% | -57.7% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling