+288.2%
STLD vs RBA
+47.4%
+240.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -0.1% | +9.0% | -9.0% | -2.5% |
| 3M | -9.2% | +7.2% | -16.3% | -11.1% |
| 6M | +1.8% | -7.8% | +9.5% | +3.0% |
| YTD | +42.1% | -6.4% | +48.5% | +42.4% |
| 1Y | +58.5% | -4.2% | +62.7% | +57.7% |
| 3Y | +128.2% | +64.1% | +64.2% | +93.5% |
| 5Y | +288.2% | +48.4% | +239.8% | +220.0% |
| All | +288.2% | +47.4% | +240.9% | +220.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling