+106.6%
STLD vs RBA
+44.2%
+62.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.3% | -7.3% | -7.5% |
| 7D | -12.5% | +7.3% | -19.8% | -14.0% |
| 30D | -6.8% | +16.9% | -23.8% | -10.5% |
| 3M | -16.4% | -0.5% | -15.9% | -16.3% |
| 6M | -6.1% | -10.4% | +4.3% | -4.1% |
| YTD | +32.0% | -7.2% | +39.2% | +32.4% |
| 1Y | +45.5% | -2.2% | +47.8% | +43.5% |
| All | +106.6% | +44.2% | +62.4% | +86.8% |
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