+25,009.5%
RMD vs STLD
+7,971.8%
+17,037.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.6% | +7.1% | +0.8% |
| 7D | -5.3% | -12.5% | +7.1% | -3.2% |
| 30D | +8.4% | -6.8% | +15.3% | +9.6% |
| 3M | +7.1% | -16.4% | +23.5% | +10.0% |
| 6M | +15.8% | -6.1% | +21.9% | +16.1% |
| YTD | +0.2% | +32.0% | -31.8% | -5.7% |
| 1Y | -1.4% | +45.5% | -46.9% | -8.8% |
| 3Y | +61.3% | +106.5% | -45.2% | +37.7% |
| 5Y | -3.9% | +267.2% | -271.1% | -27.3% |
| 10Y | +365.6% | +878.9% | -513.3% | +178.3% |
| All | +25,009.5% | +7,971.8% | +17,037.7% | +8,057.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling