+568.0%
RVMD vs STLD
+815.9%
-247.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.8% | -7.3% | -4.8% |
| 7D | -0.6% | -4.7% | +4.1% | +1.0% |
| 30D | +1.7% | -0.9% | +2.7% | +2.1% |
| 3M | -6.7% | -11.9% | +5.2% | -3.1% |
| 6M | +36.1% | +0.9% | +35.2% | +33.9% |
| YTD | +142.4% | +40.4% | +102.0% | +112.6% |
| 1Y | +207.8% | +56.6% | +151.2% | +160.1% |
| 3Y | +879.5% | +125.5% | +754.0% | +615.5% |
| 5Y | +509.0% | +292.8% | +216.2% | +256.8% |
| All | +568.0% | +815.9% | -247.9% | +136.3% |
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