-19.3%
RMD vs STLD
+292.4%
-311.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -5.0% | +3.1% | -8.1% | -5.5% |
| 30D | +2.2% | -9.0% | +11.2% | +3.7% |
| 3M | +17.8% | -12.4% | +30.2% | +20.1% |
| 6M | -11.3% | +25.5% | -36.8% | -15.8% |
| YTD | -4.4% | +43.6% | -48.0% | -11.7% |
| 1Y | -15.7% | +87.2% | -102.9% | -26.2% |
| 3Y | +47.7% | +135.2% | -87.5% | +20.5% |
| All | -19.3% | +292.4% | -311.7% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling