+404.9%
RVMD vs STLD
+80.8%
+324.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -1.2% | +2.7% | -3.9% | -1.8% |
| 30D | +1.1% | -8.4% | +9.5% | +2.8% |
| 3M | +39.6% | -9.9% | +49.5% | +42.4% |
| 6M | +110.7% | +33.0% | +77.7% | +90.8% |
| YTD | +160.3% | +42.6% | +117.7% | +137.0% |
| 1Y | +404.9% | +80.8% | +324.2% | +350.6% |
| All | +404.9% | +80.8% | +324.1% | +350.6% |
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