+355.6%
RMD vs STLD
+761.4%
-405.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.8% |
| 7D | +2.1% | +2.9% | -0.8% | +1.5% |
| 30D | +2.1% | -5.6% | +7.6% | +2.9% |
| 3M | +6.2% | -11.7% | +18.0% | +8.1% |
| 6M | +19.4% | -2.8% | +22.2% | +19.0% |
| YTD | +0.5% | +36.4% | -35.9% | -6.1% |
| 1Y | -3.9% | +50.0% | -54.0% | -11.9% |
| 3Y | +72.5% | +122.3% | -49.8% | +44.3% |
| 5Y | -1.5% | +273.2% | -274.7% | -26.6% |
| All | +355.6% | +761.4% | -405.8% | +191.8% |
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