-6.6%
RMD vs STLD
+255.4%
-262.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.8% |
| 7D | +2.3% | -11.1% | +13.5% | +4.3% |
| 30D | +4.1% | -4.8% | +8.9% | +4.8% |
| 3M | +5.7% | -14.6% | +20.3% | +8.2% |
| 6M | +12.9% | -7.4% | +20.3% | +13.4% |
| YTD | -1.5% | +32.6% | -34.1% | -8.2% |
| 1Y | -4.8% | +47.3% | -52.1% | -13.1% |
| 3Y | +57.5% | +107.5% | -50.1% | +30.1% |
| All | -6.6% | +255.4% | -262.0% | -35.2% |
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 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