+342.7%
RMD vs STLD
+802.0%
-459.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | -0.8% | -0.5% | -0.4% | -0.8% |
| 30D | +1.7% | -0.1% | +1.7% | +1.5% |
| 3M | +6.4% | -9.2% | +15.5% | +7.7% |
| 6M | +20.7% | +1.8% | +19.0% | +19.4% |
| YTD | -0.2% | +42.1% | -42.3% | -7.4% |
| 1Y | -4.5% | +58.5% | -63.0% | -13.2% |
| 3Y | +70.5% | +128.2% | -57.7% | +42.1% |
| 5Y | -1.6% | +288.2% | -289.8% | -27.0% |
| 10Y | +342.7% | +799.8% | -457.1% | +188.3% |
| All | +342.7% | +802.0% | -459.4% | +188.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling