+348.7%
RMD vs STLD
+779.4%
-430.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | +1.2% | -9.7% | +10.9% | +2.9% |
| 30D | +2.5% | -4.5% | +7.0% | +3.1% |
| 3M | +11.5% | -13.1% | +24.6% | +13.8% |
| 6M | +14.7% | -2.8% | +17.4% | +14.3% |
| YTD | -1.3% | +35.3% | -36.7% | -7.7% |
| 1Y | -5.3% | +51.4% | -56.6% | -13.2% |
| 3Y | +68.8% | +117.9% | -49.2% | +41.7% |
| 5Y | -5.9% | +272.6% | -278.5% | -29.7% |
| 10Y | +348.7% | +782.2% | -433.5% | +198.8% |
| All | +348.7% | +779.4% | -430.7% | +198.8% |
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