-4.5%
RMD vs STLD
+58.4%
-62.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.8% |
| 7D | -0.8% | -0.5% | -0.4% | -0.8% |
| 30D | +1.7% | -0.1% | +1.7% | +1.6% |
| 3M | +6.4% | -9.2% | +15.5% | +7.2% |
| 6M | +20.7% | +1.8% | +19.0% | +19.4% |
| YTD | -0.2% | +42.1% | -42.3% | -7.9% |
| 1Y | -4.5% | +58.5% | -63.0% | -14.6% |
| All | -4.5% | +58.4% | -62.9% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling