+852.5%
STLD vs RBA
+224.6%
+628.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -11.1% | +4.3% | -15.4% | -12.6% |
| 30D | -4.8% | +16.3% | -21.1% | -10.5% |
| 3M | -14.6% | +1.3% | -15.9% | -15.5% |
| 6M | -7.4% | -11.1% | +3.7% | -4.7% |
| YTD | +32.6% | -8.5% | +41.0% | +33.8% |
| 1Y | +47.3% | -2.1% | +49.5% | +44.5% |
| 3Y | +107.5% | +44.6% | +63.0% | +68.9% |
| 5Y | +268.8% | +36.8% | +232.0% | +196.9% |
| All | +852.5% | +224.6% | +628.0% | +339.1% |
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