+125.5%
STLD vs RBA
+51.9%
+73.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | -4.7% | +3.2% | -7.9% | -5.4% |
| 30D | -0.9% | +12.0% | -13.0% | -3.9% |
| 3M | -11.9% | +2.9% | -14.8% | -12.6% |
| 6M | +0.9% | -6.3% | +7.2% | +1.7% |
| YTD | +40.4% | -5.9% | +46.3% | +40.3% |
| 1Y | +56.6% | -3.9% | +60.5% | +55.2% |
| 3Y | +125.5% | +64.9% | +60.6% | +93.8% |
| All | +125.5% | +51.9% | +73.6% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling