+554.5%
RVMD vs STLD
+144.6%
+409.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +1.0% | +3.1% | -2.1% | -0.1% |
| 30D | +6.4% | -9.0% | +15.4% | +9.7% |
| 3M | +34.9% | -12.4% | +47.3% | +40.3% |
| 6M | +107.6% | +25.5% | +82.0% | +86.7% |
| YTD | +163.7% | +43.6% | +120.1% | +124.8% |
| 1Y | +439.2% | +87.2% | +352.0% | +311.6% |
| All | +554.5% | +144.6% | +409.9% | +312.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling