+24,588.8%
RMD vs STLD
+8,008.3%
+16,580.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | +5.7% | -14.6% | +20.3% | +8.2% |
| 6M | +12.9% | -7.4% | +20.3% | +13.5% |
| YTD | -1.5% | +32.6% | -34.1% | -7.3% |
| 1Y | -4.8% | +47.3% | -52.1% | -12.1% |
| 3Y | +57.5% | +107.5% | -50.1% | +34.4% |
| 5Y | -5.5% | +268.8% | -274.3% | -28.6% |
| 10Y | +357.8% | +883.3% | -525.5% | +173.4% |
| All | +24,588.8% | +8,008.3% | +16,580.4% | +7,914.2% |
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