+782.2%
STLD vs RBA
+236.6%
+545.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.2% |
| 7D | -9.7% | +2.5% | -12.2% | -10.5% |
| 30D | -4.5% | +11.6% | -16.1% | -8.8% |
| 3M | -13.1% | +1.5% | -14.6% | -14.1% |
| 6M | -2.8% | -6.6% | +3.9% | -1.8% |
| YTD | +35.3% | -6.3% | +41.6% | +35.4% |
| 1Y | +51.4% | -4.0% | +55.3% | +49.9% |
| 3Y | +117.9% | +47.3% | +70.7% | +76.4% |
| 5Y | +272.6% | +47.7% | +224.9% | +190.4% |
| 10Y | +782.2% | +224.7% | +557.5% | +315.0% |
| All | +782.2% | +236.6% | +545.6% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling