+885.5%
RMBS vs STLD
+6,206.5%
-5,321.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.5% | +6.8% |
| 7D | -12.0% | -11.1% | -0.8% | -7.6% |
| 30D | -33.1% | -4.8% | -28.4% | -31.7% |
| 3M | -23.7% | -14.6% | -9.1% | -19.2% |
| 6M | -42.7% | -7.4% | -35.3% | -41.4% |
| YTD | -18.9% | +32.6% | -51.5% | -27.6% |
| 1Y | -30.0% | +47.3% | -77.3% | -40.0% |
| 3Y | +28.8% | +107.5% | -78.7% | -2.0% |
| 5Y | +210.5% | +268.8% | -58.3% | +85.3% |
| 10Y | +524.7% | +883.3% | -358.6% | +137.5% |
| All | +885.5% | +6,206.5% | -5,321.0% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling