-42.7%
RMBS vs STLD
-6.9%
-35.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.5% | +6.8% |
| 7D | -12.0% | -11.1% | -0.8% | -7.5% |
| 30D | -33.1% | -4.8% | -28.4% | -31.0% |
| 3M | -23.7% | -14.6% | -9.1% | -18.7% |
| 6M | -42.7% | -7.4% | -35.3% | -44.6% |
| All | -42.7% | -6.9% | -35.8% | -44.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling