+49.4%
RMBS vs STLD
+135.5%
-86.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.4% |
| 7D | -0.3% | +3.1% | -3.5% | -2.5% |
| 30D | -12.2% | -9.0% | -3.2% | -7.2% |
| 3M | -49.5% | -12.4% | -37.2% | -45.8% |
| 6M | -7.1% | +25.5% | -32.7% | -22.5% |
| YTD | -7.0% | +43.6% | -50.6% | -30.3% |
| 1Y | +13.3% | +87.2% | -73.8% | -29.8% |
| All | +49.4% | +135.5% | -86.1% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling