+1,030.0%
RMBS vs STLD
+6,732.2%
-5,702.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | -0.3% | +3.1% | -3.5% | -1.6% |
| 30D | -12.2% | -9.0% | -3.2% | -9.4% |
| 3M | -49.5% | -12.4% | -37.2% | -47.6% |
| 6M | -7.1% | +25.5% | -32.7% | -15.3% |
| YTD | -7.0% | +43.6% | -50.6% | -19.6% |
| 1Y | +13.3% | +87.2% | -73.8% | -11.1% |
| 3Y | +49.2% | +135.2% | -86.0% | +8.0% |
| 5Y | +250.0% | +290.9% | -40.9% | +102.6% |
| 10Y | +495.1% | +1,113.5% | -618.3% | +108.6% |
| All | +1,030.0% | +6,732.2% | -5,702.2% | +49.9% |
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 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