+167.9%
RVMD vs STLD
+55.9%
+112.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -0.7% | +6.9% | -7.6% | -2.6% |
| 30D | -6.4% | -1.5% | -5.0% | -6.0% |
| 3M | -14.1% | -9.7% | -4.4% | -12.0% |
| 6M | +21.0% | +2.3% | +18.7% | +17.5% |
| YTD | +121.4% | +41.0% | +80.4% | +99.5% |
| 1Y | +167.9% | +51.8% | +116.1% | +131.6% |
| All | +167.9% | +55.9% | +112.0% | +131.6% |
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