-6.3%
RMD vs STLD
+56.5%
-62.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -0.9% |
| 7D | +3.1% | -4.7% | +7.8% | +3.4% |
| 30D | +1.8% | -0.9% | +2.7% | +1.8% |
| 3M | +6.7% | -11.9% | +18.6% | +7.8% |
| 6M | +13.9% | +0.9% | +13.0% | +12.7% |
| YTD | -2.0% | +40.4% | -42.4% | -9.5% |
| All | -6.3% | +56.5% | -62.8% | -16.2% |
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