+592.6%
RVMD vs STLD
+782.7%
-190.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +3.4% |
| 7D | +6.4% | -9.7% | +16.0% | +10.1% |
| 30D | +5.5% | -4.5% | +10.0% | +7.2% |
| 3M | -2.4% | -13.1% | +10.6% | +1.8% |
| 6M | +41.1% | -2.8% | +43.9% | +40.6% |
| YTD | +151.3% | +35.3% | +115.9% | +123.3% |
| 1Y | +228.1% | +51.4% | +176.7% | +180.6% |
| 3Y | +899.8% | +117.9% | +781.8% | +639.0% |
| 5Y | +514.0% | +272.6% | +241.4% | +266.4% |
| All | +592.6% | +782.7% | -190.1% | +148.1% |
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